Without sample code or a URL, it's hard to say, but check with your configuration that the file association is set up to run as a Perl script (on Win32 systems) or that you're treating the file association as a cgi-script with the "AddHandler" directive (on Apache systems)

Those are most likely your problems, but there are so many things it could be, and it's hard to narrow down the options with the information given.

If this doesn't solve your problem, make sure you include information as to what you've tried, and perhaps an offending URL?

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RatArsed