psh (the perl shell) is a shell for unix, it won't work (at least, not without significant porting) on your windows machine.

I guess i'm confused because Perl itself is an interpreted language. If you just run perl without any arguments, it should let you type in code and execute it. For instance (at least on unix):

alfalfa:~/perl
print "Hello World!\n";
(ctrl-d) (this may be different for windows, it means End of File in unix)
Hello World!
alfalfa:~/

Is this what you're talking about doing?