The following works without any problem for me:

  1 #!/usr/bin/perl
  2
  3 use strict;
  4 use warnings;
  5
  6 use Data::Dumper;
  7
  8 system( 'touch иедц' );
  9
 10 open( DEMO, '<', 'иедц' )
 11   or die "Cannot open file иедц: $!\n"

That's on Linux, Fedora 10 with Perl 5.10.0.

If you'd give a similar code snippet and some details about the platform you're on, maybe someone could know what's wrong in your environment.