Always use strictures (use strict; use warnings; - see The strictures, according to Seuss).

Providing a stand alone script that reproduces the error helps a lot too. In this case something like the following (although this sample doesn't demonstrate your issue):

use strict;
use warnings;

while (my $evalue = <DATA>) {
    chomp $evalue;
    if ($evalue < 0.001) {
        print $evalue, "\n";
    }
}

__DATA__
1e-005
2e-090
0.00
0.67
1.0
4e-065
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