The first parentheses is always stored only in $1 with or without the g switch. You can either use

while(<DATA>)
{ 
    while (1) {
      last if not /(\w+)/g; 
      print $1,"\n";
    }
}
[download]

or

while(<DATA>)
{ 
   my @ar= /(\w+)/g;
   print @ar,"\n";
}
[download]

As you can see, the g switch works differently in scalar and array context. Read perlre to get the details. And you might add "use warnings;" to your scripts