If that's all you're doing, it's not such a big thing to roll on your own:

my @tests = sort <my/dir/*.pl>;  #update: need to sort the glob list
my $return = my $testid = 0;
while ( $return == 0 ) {
    warn "Running $tests[$testid]...\n";
    $return = system( $tests[$testid++] );
}
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But learning to use MM is bound to be a good thing anyway, so why ask us whether you should do it?

update: if your scripts are actually moving data, then of course you'll need to prefix that loop with whatever steps are needed to clear out the destination db before the loop starts -- unless the first script in your list takes care of that.