Thanks for your solution. Since this means i must eval die and "handle" every time the program dies I simply wrote a

personal_death  { Win32::MsgBox ("Error :  @_ " ,  0, $0 ) ; exit }

function . I use it instead of die thru all the code .

Now this is certainly not as clean as the SIG{__DIE__} option, so i reported a bug .

update:

$SIG{ __DIE__ } = sub { Win32::MsgBox ("Error : @_ " , 0, $0 ); exit(1
+); } ;
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... is the way to do it !