I didn't mean to say that everytime you do $msg = qx/prog 2>&1/ you always get error message in $msg because the error message totally depends on the program in question. In fact, your example shows that your execution on "someprog" doesn't say anything at all so $msg remains undefined, hence the warning message.

Take a real progam as example,

$ perl -wle '$msg = qx/ls -K 2>&1/; print "error: $?"; print $msg'
error: 512
ls: invalid option -- K
Try `ls --help' for more information.
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If what you meant is that you want to capture the error on the fact that "someprog" command doesn't exist on the system, then you need to capture the error of the shell, not "someprog". Well, depending on your shell,

$ perl -wle '$msg = qx/bash -c ProgramNotExist 2>&1/; print "error: $?
+"; print $msg'
error: 32512
bash: ProgramNotExist: command not found
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Update: Rephrased the "In fact, ...." sentence.