Your webserver returns the wrong content-type header or your Perl scripts don't return content-type:text/html headers, most likely because you are not using the CGI.pm module.

That a DOS window (in fact, it's just a console window, but the term DOS window is more common) opens, is natural, as Windows starts Perl.exe to open/execute the file that was downloaded as .pl file, and Perl is connected to the .pl file extension. So check that your MIME types in your webserver are correct and that your scripts are also generating the right content-type headers.

And use CGI !