Please post a script that exhibits this behavior. My guess is that you have noexec set for the partition containing your program. Try copying your .pl file to /bin and running it from there (unless it deletes everything in the current directory, of course ;)
Basically, your /home partition is set up to not allow programs to run from it. It's to prevent malicious code from running on your system. It can be disabled by editing /etc/fstab, but I advise you to create a directory in /usr to work on your code. Good luck!