You can achieve this with a global substitution using regular expression look ahead. Like this

use strict;
use warnings;

while(<DATA>)
{
    chomp;
    my $old = $_;
    s/\.(?=.*?\.)/_/g;
    print "Change: $old to $_\n";
}


__END__
test0.file0.new_20060411.zip
test1.file1.new_20060411.zip
test2.file2.new_20060411.zip
test3.file3.new_20060411.zip
[download]

produces

Change: test0.file0.new_20060411.zip to test0_file0_new_20060411.zip
Change: test1.file1.new_20060411.zip to test1_file1_new_20060411.zip
Change: test2.file2.new_20060411.zip to test2_file2_new_20060411.zip
Change: test3.file3.new_20060411.zip to test3_file3_new_20060411.zip
[download]

The substitution globally replaces every dot with an underscore as long as that dot is followed somewhere later in the line by another dot. Thus, it will not replace the dot that precedes the extension as it is the last one.

I hope this helps.

Cheers,

JohnGG