I could leave it set up to perl.exe, but the (IMNSHO very annoying) fact that perl.exe and perlis.dll requires different headers (with or without the HTTP/1.0 status line) makes this a rather bad solution.

As of 5.10, Active State says they have solved this problem (See My CGI scripts don't seem to run right under PerlIS in http://docs.activestate.com/activeperl/5.10/faq/Windows/ActivePerl-Winfaq7.html), But perl.exe will still be slower than perlis.dll

In the mean time, http://www.4images.com/ntperl/perlis.htm recommends starting your scripts with:

if($ENV{'PerlXS'} eq 'PerlIS')
print "HTTP/1.0 200 OK\n";
[download]

But check documentation for 5.8.8 for the environment variable name. Documentation for 5.10 says it is PERLXS, not PerlXS.