Two things:

Firstly, from perldoc CGI:

1.  The first and second arguments are the list name (-name) and value
+s (-values).  As in the popup menu, the second argument should be an 
+array reference.
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So you need to pass your array as a reference. Something like the following should do the trick:

print scrolling_list('name', \@array);
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Secondly, you need to remove that line of code from your while loop, because as it stands at the moment you are printing a new list for every file. In fact, you don't even need the while loop. You could simply do something like the following (untested)...

my $data_dir = '/foo';
opendir(DIR, $data_dir)
   or die "Cannot opendir $data_dir:$!";
my @files = grep { /data$/ && -f "$data_dir/$_" } readdir DIR;
closedir DIR;
print scrolling_list('name', \@files);
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Cheers,
Darren :)