You should skip directories. At least '.' and '..' exist.

use strict;
use warnings;

$dir = "C:\\parser_pgm\\test";
opendir(TXT, $dir) or die "Can't open $dir: $!";
while( defined ($file = readdir TXT) ) {
    next if ! -f $file; # Skip if not a file
    `parser_pgm.exe $file`;
}
closedir(TXT);
[download]

Note also that I've changed the closedir(XML); to closedir(TXT); to match the opendir. The defined check is redundant by the way.