I have to say, if you are simply downloading a big list of urls and don't mind waiting, I'd skip the Perl completely and use:

wget -nd -i urls.list
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wget is fast enough, but serial.

If I was in a real hurry, and the urls were spread across many servers, I might use something like (untested):

#! perl -slw
use strict;
use threads ( stack_size => 4096 );
use Thread::Queue;
use LWP::Simple;

my $Q = new Thread::Queue;

sub worker {
    while( my $url = $Q->dequeue ) {
        chomp $url;
        ( my $file = $url ) =~ tr[/:?*"][_]; #"
        my $status = getstore $url, $file;
        $status == 200 or warn "$status : $url ($file)\n";
    }
}

our $THREADS //= 4;

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

$_->join for map threads->create( \&worker ), 1 .. $THREADS;

## use as thisScript -THREADS=8 < urls.list
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