I wrote a program once that just saved webpages into text files, using ActivePerl on a WinNT box. The key wasn't threads support or sockets, though - it was using the LWP::Simple module to snag webpages. I think LWP comes with the ActivePerl distribution.

use LWP::Simple;
$doc = get 'http://www.mysite.com';
print $doc;
[download]

Instead of 'print' of course, you'd save $doc to a file or upload to your DB. I hope this helps? andre