There doesn't seem any good reason to build up your regex a bit at a time in separate variables; then concatenate those bits into another variable; and then interpolate that into a regex:

     $re1='(gain)';
     $re2='(:)';
     $re3='(Overall)';
     $re4='(:)';
     $re5='(\\d+)';
     $re6='(:)';
     $re7='(\\d+)';
     $re=$re1.$re2.$re3.$re4.$re5.$re6.$re7;
     if ($lookup =~ m/$re/isg) {
[download]

And even less reason to repeat the same 3-stage exercise over and over again each time around a loop. Especially as it means that the regex engine needs to recompile the combined regex every time around that loop even though nothing changes.

And why capture 7 different bits of the string you are matching against:

  $re = '(gain)(:)(Overall)(:)(\\d+)(:)(\\d+)';
  ...
  "$name $7\n"
[download]

when 5 of them are constants; and you are only using one of them?

Equally, the is nothing to be gained from assigning a constant string to a variable and then interpolating it into a regex:

    $reg1='(ERROR)';
    
    ...

     elsif ($lookup =~ m/$reg1/isg)
[download]

Cleaning up those; and a few other things up; adding strict and -w; and moving the regexing into a subroutine (to make later threading easier), I get:

#! perl -slw
use strict;
use LWP::Simple;

sub lookup {
    my( $hf, $name ) = @_;
    my $lookup = get(
        "http://rscript.org/lookup.php?type=track&time=62899200&user=$
+name&skill=all"
    );

    print "Looking up $name...\n";

    if( $lookup =~ m/gain:Overall:\d+:(\d+)/isg ) {
        print { $fh } "$name $7\n";
    }
    elsif( $lookup =~ m/(ERROR)/isg ) {
        print { $fh } "$name doesn't exist \n"
    }
    else{
        print { $fh } "$name 0\n";
    }
}

my $names = 'zezima';

open( LOOKUP, '>>rstlookup.txt' ) or die $!;

while( my( $name ) = $names =~ m/([a-z0-9_]+)/isg ) {
    lookup( \*LOOKUP, $name );
}
close( LOOKUP );
[download]

Which will probably not run much more quickly as you are IO-bound, but (I hope you'll agree) is easier to read and will at least consume less cpu.

small change

my( $fh, $name ) = @_;
[download]

Now the problem is it only looks up the first name infinitely

while( my( $name ) = $names =~ m/([a-z0-9_]+)/isg ) {
    lookup( \*LOOKUP, $name );
}
[download]

Nothing seems wrong to me so I changed it slightly

while($names =~ m/([a-z0-9_]+)/isg ) {
    my $name = $1;
    lookup( \*LOOKUP, $name );
}
[download]

Now I am back to where I started, 1 response ever 1 or 2 seconds, too slow. Is there a simple solution to thread this properly?

Now I am back to where I started, 1 response ever 1 or 2 seconds, too slow. Is there a simple solution to thread this properly?

Yes. Try this:

#! perl -slw
use strict;
use threads;
use threads::shared;
use Thread::Queue;
use LWP::Simple;

my $sem :shared;

sub lookup {
    my( $fh, $name ) = @_;
    my $lookup = get(
        "http://rscript.org/lookup.php?type=track&time=62899200&user=$
+name&skill=all"
    );

    print "Looking up $name...\n";

    if( $lookup =~ m/gain:Overall:\d+:(\d+)/isg ) {
        lock $sem;
        print { $fh } "$name $1\n";
    }
    elsif( $lookup =~ m/(ERROR)/isg ) {
        lock $sem;
        print { $fh } "$name doesn't exist \n"
    }
    else{
        lock $sem;
        print { $fh } "$name 0\n";
    }
}

our $THREADS //= 4;

my $names = 'zezima fred bill john jack';
my $Q = new Thread::Queue;

open( LOOKUP, '>>rstlookup.txt' ) or die $!;

my @threads = map async( sub {
    while( my $name = $Q->dequeue ) {
        lookup( \*LOOKUP, $name );
    }
} ), 1 .. $THREADS;


while( $names =~ m/([a-z0-9_]+)/isg ) {
    $Q->enqueue( $1 );
    sleep 1 while $Q->pending > $THREADS * 2;
}

$Q->enqueue( (undef) x $THREADS );

$_->join for @threads;

close( LOOKUP );

__END__
[15:38:57.93] C:\test>junk39
Looking up john...

Looking up bill...

Looking up fred...

Looking up zezima...

Looking up jack...


[15:39:03.07] C:\test>type rstlookup.txt
bill 0

fred 135601422

zezima 417155645

john 0

jack 8133157
[download]

---

With the rise and rise of 'Social' network sites: 'Computers are making people easier to use everyday'

Examine what is said, not who speaks -- Silence betokens consent -- Love the truth but pardon error.

"Science is about questioning the status quo. Questioning authority".

In the absence of evidence, opinion is indistinguishable from prejudice.

The start of some sanity?

For quickly looking up a bunch of addresses, AnyEvent::DNS may be of help.