for Perl 5.8.x the new threads implementation ithreads is recomended over the old one 5005threads. from the documentation of Thread:

For new code the use of the Thread module is discouraged and the direct use of the threads and threads::shared modules is encouraged instead.

be sure to check out perlthrtut - tutorial on threads in Perl, but first, as jasonk noted, you should get a Perl with threads enabled.