If you run your script as perl script.pl instead of script.pl or ./script.pl (as the case may be) then I think you'll always get what you want. For me on Cygwin:

Rob@desktop2 ~/pscrpt
$ cat try.pl
#!C:/perl58_M/bin/perl
print $^X, "\n";
print $^O;
Rob@desktop2 ~/pscrpt
$ perl try.pl
/usr/bin/perl.exe
cygwin
Rob@desktop2 ~/pscrpt
$ ./try.pl
C:\perl58_M\bin\perl.exe
MSWin32
Rob@desktop2 ~/pscrpt
[download]

If you want to take advantage of crappy shortcuts, then be prepared to face the associated inconvenience :-)

Cheers,
Rob
Update: Hmmmm ... after about one minute's reflection, it has oocurred to me that I might have missed the point .... (apologies if that's the case).