I can't reproduce your finding on Vista:

C:\test>perl -v

This is perl 5, version 14, subversion 2 (v5.14.2) built for MSWin32-x
+64-multi-thread
(with 1 registered patch, see perl -V for more detail)

Copyright 1987-2011, Larry Wall

Binary build 1402 [295342] provided by ActiveState http://www.ActiveSt
+ate.com
Built Oct  7 2011 15:19:36
{snip}

C:\test>assoc .pl
.pl=Perl

C:\test>ftype Perl
Perl="C:\Perl64-14\bin\perl.exe" "%1" %*

C:\test>type junk.pl
#!/usr/bin/perl
use 5.014;
use feature qw(say);

my @arr = @ARGV;

say $ARGV[0];
say $ARGV[1];
say $ARGV[2];

for $_ (@arr) {
    say $_;
}

C:\test>junk 1 2 3
1
2
3
1
2
3
[download]

Do you have cygwin installed?