Someone may have beaten me to this one, but a simple addition of a content type should sort it out. e.g.

use strict;
print "Content-type: text/html\n\n";

my $program="index.bat";
#$status=
system $program or die "$program exited funny: $?";
[download]

This is likely to be because the webserver needs to know what kind of content it's dealing with. See content-type for more info......