With the addition of a pass-all filter, your code works for me:

#! perl -slw
use strict;
use Win32::FileOp;

my %fileDialogParameters;

$fileDialogParameters{title} = q(Open quota spreadsheet(s));
$fileDialogParameters{dir} = q(c:\\);
$fileDialogParameters{options} = OFN_ALLOWMULTISELECT; ## Note: No '$'

$fileDialogParameters{filters} = [ All files => '*' ];

my @fileName = OpenDialog \%fileDialogParameters;
print "@fileName";

__END__
C:\test>junk1
C:\.q_history C:\autoexec.bat C:\CONFIG.SYS C:\dodmd.cmd
[download]

You can actually achieve the same thing (the display of filenames to select from), without specifying a filter, by typing '*' in the filename field and clicking ok.