On Unix the kernel handles the #! line. It expects to see the path to an executable file there. Unless you have one called 'perl' in the current directory, it will complain (on my system: perl: bad interpreter: No such file or directory).
You can do this:
perl your_script_name
But that probably defeats the purpose. So, what were you trying to do? Why did you need to leave the path unspecified?
Phil