I have no explanation for the failure. I tried to replicate your behavior with 5.8.8 and 5.10.0 but my tests worked in every case I tried. My last test program was:

#use strict;
use warnings;

sub subfunction {
    foreach my $j (0..5) {
        my $SUB = 'testsub'.$j;
        *$SUB = sub { display($j); };
    }
}

sub display {
    my $x = shift;

    print "\$x = $x\n";
}

subfunction();

&testsub0();
&testsub1();
&testsub2();
&testsub3();
&testsub4();
&testsub5();

__END__
$x = 0
$x = 1
$x = 2
$x = 3
$x = 4
$x = 5
[download]

Can you post a minimal running test script that demonstrates the bug unexpected behavior?

What version of perl and what platform?

ActiveState perl 5.10.0 (Binary build 1004 287188)
Read more... Code and output are below (6 kB)

You are not using strict, which would have enforced proper declaration of your lexical variables as lexicals:

sub execute_Click {
    another_sub();
    foreach $j (0..$i-1) {
[download]

Here, $j is a global variable, which use strict; would tell you about. You need to write this as:

sub execute_Click {
    another_sub();
    foreach $my j (0..$i-1) {
[download]

so that each subroutine gets its own copy of $j instead of them all using the one, shared $j.

strict also has the convenient feature of alerting you to mistyped variable names, which is why I recommend to use it always.

In addition to what Corion said above, you might find Closure on Closures helpful.