On the chatterbox somebody (sorry for forgetting
who did help me) suggested me to use closures.
I did it and it worked fine. The example
code follows below. Thanks everyone for the
inspiration!

sub gpib_write {
  my ($self, $command) = @_;

  print "Sending ->$command<- to gpib ud=$self->{ud}.\n" if ($debug);
  
  my $message = "GPIB|write|$self->{ud}|$command";

  # Send message to gpib server
  $self->{conn}->MessageSend(to=>'gpibserver@xxx.yyy.zzz',
                      subject=>"",
                      type=>"groupchat",
                      body=>$message,
                      thread=>"",
                      priority=>10);
  print "  Message sent: ->$message<-\n" if ($debug);
    
  # Acknowledge comes through callback
  my $answer;
  $self->{conn}->SetCallBacks(
    message=>sub{    my $sid = shift;
                     my $message = shift;
                     my $body = $message->GetBody();
                        
                     print "    Acknowledge received: ->$body<-\n" if 
+($debug);
                                
                     $answer = $body;
                }
  );
  return $answer;
}
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