you're not doing anything wrong, actually.

using PSI::ESP, I have determined that you're using a win32 system of some sort, Internet Explorer 4.0 (or higher) and have some perl interpreter on your system.
What's happening is that IE is more concerned about the extension of the file type, rather than its content. It sees "foo.pl" and thinks "Do I have an association with .pl files? I do? Ok, perhaps the user would like to open the file remotely and use it's associated executable on it. Alternately, the user may wish to save this file, and work on it from the hard drive. Let's find out!"

So, when you save/open the script in your browser, you should see the intended output of the script, rather than the perl code.
So far, the only way I've successfully broken this behavior is to use a different broswer or to remove the .pl file association. :(