After modifying your program so it would run on linux, it dosn't throw an error, but I just connected to a server and printed the filename. You might want to simplify your program, like taking the thread create out of a loop and just create 3 threads, and see if it works. Also what windows version are you using? Older windows like ME don't handle Perl threads well.

But the best thing to do is upgrade to Perl5.10 and see if it works there.