You could set autoEscape to be undefined, as in the following example:

use warnings;
use strict;
use CGI qw(:standard);
autoEscape(undef);
my %provinces = (ab => 'Alberta',
                 on => 'Ontario',
                );
my %states = (vt => 'Vermont',
              ca => 'California',
             );

my %countries = (ca => 'Canada ' . 
                 popup_menu(-name => 'Province',
                            -values => [keys %provinces],
                            -labels => \%provinces,
                           ),
                 us => 'United States ' . 
                 popup_menu(-name => 'State',
                            -values => [keys %states],
                            -labels => \%states,
                           ),
                );

print header, start_html, start_form,
  radio_group(-name => 'country',
              -values => [keys %countries],
              -labels => \%countries,
              -columns => 2,
             ),
  submit, end_form, end_html;
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