Welcome to object-oriented programming. Your module represents an object. You could, for example, pass this config file name as an argument and have a config_file attribute. How you do OO programming is a good topic for trolling, but the basic idea is something like:

package Module;

sub new {
    my ($pkg, %args) = @_;
    my $self = bless {}, $pkg;

    $self->init(\%args);

    return $self;
}

sub init {
    my ($self, $args) = @_;
    if (exists $args->{config_file}) {
        my $file = $args->{config_file};
        if (-f $file) {
            $self->{config_file} = $args->{config_file};
        }
        else {
            die "config file '$file' not found, blah\n";
        }
    }
    # other initialization
}

# this kind of "accessor" thing is so boring and repetitious
# that many people have made modules to handle it
sub config_file {
    my ($self, $val) = @_;
    if (defined $val) {
        $self->{config_file} = $val;
    }
    return $self->{config_file};
}

# the rest of the wonderful things your module does
sub some_other_method {
    my ($self, $blah) = @_;

    ....
    open (my $fh, $self->{config_file}) || suicide;

    # you might have a data structure (like a hash)
    # to store the results of the configuration;
    # or better, you could look on CPAN to see if
    # someone already has done a configuration module
    # (as indeed they have)
}

1;
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There are probably at least a dozen things I did there that you can nitpick or do differently, but that's the general idea.

You can set a global variable in the module, for example $Module::conf_file = $ARGV[0]. Within Module.pm, any reference to $conf_file will then have that value.

Alternatively, you could restructure your module as an object-oriented class, pass the $conf_file as a parameter to the constructor, and save it in the object.

my $conf_file = $ARGV[0];
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Thanks all ( ForgotPasswordAgain, friedo and cdarke ) I would use $conf_file = $ARGV[0]. What makes me thinks is that " I have been working in perl from last 2 years " and never realised that there could be a simple solution like this.