I can think of three ways.

1) Poll the keyboard

use Win32::Event;

# $end_time will be up to a second too short without Time::HiRes.
use Time::HiRes;

my $event = new Win32::Event( 0, 0, "MyEvent.$$" );

my $abort = 0;

while (!$abort) {
  my $end_time = time + 1;  # wait 1 sec

  while (1) {
     $rv = $event->wait(50);  # Poll keyboard every 50ms

     if ($rv) {  
       print "called via event\n";
       last;
     }

     if (...a key is pressed...) {
       print "aborted by user\n";
       $abort = 1;
       last;
     }

     if (time > $end_time) {
       print "timeout\n";
       last;
     }
  }
}
[download]

2) Have a second thread monitor the keyboard. When a key is pressed, raise a "user aborted" event. The original thread now has to wait on two events (the original one and the "user aborted" event), but there's a function to do that.

3) Use POE. I haven't checked if it can help you here, but I bet it can.