Unfortunately, this doesn't work, because the BEGIN occurs before STDOUT is redirected to the output file (the file you're writing to). Plus, in your case, you used single quotes to surround your "\n", so it didn't get interpolated.

Here's what I get:

% perl -i -p -e "BEGIN{print 'A new line!\n';}" foo
A new line!\n%
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I tried this myself, the other day, but ran into the same problem.