One thing you might slightly prefer over using pl2bat might be the following cmd file:

@echo off
setlocal
set cmd=%~f0
set cmd=%cmd:~0,-4%.pl
perl -w %CMD% %*
[download]

This will (try to) invoke a Perl script (ending in .pl) in the same directory and with the same name as the .cmd file this code lives in. You could copy this file besides each Perl script you want to run from the command prompt.

But as you have set up the file associations appropriately already, likely this won't be an issue for you.