Yes, you are calling backticks in void context. You're ignoring the screen output of your program, so you have no evidence that it ran. Try this modification:

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

Is that more like what you expect?