When you read a line from user input, the newline character is still at the end of the line. Some filesystems have problems with creating a filename that contains a newline character. So you should remove that character using the chomp function:

chomp $filename;
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Also, it is a very good practice to check whether your open() calls succeed or not, and to output a relevant error message:

open XMLFILE, '>', $filename)
    or die "Couldn't create '$filename': $!";
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