Were I to hazard a guess, I would say it is the fact that the Windows CMD prompt does not understand '/' as a path separator; instead, it uses '\' (which most things with a *nix background -- including C and perl -- use as an escape character). In order to include a '\' in a string, you would need to use "\\", or a '\' in a single-quoted string. You can also use the q or qq operators as a way to quote the string. ('q//' is a way to represent a single-quoted string, and 'qq//' a double-quoted string.)

# Replace assignment with this.

# 'q//' treats as a single-quoted string, which does not try to 
#   interpolate characters. As a result, the double-quotes in 
#   the command do not require escaping. Here I used the '/' as 
#   the delimiter for the single-quoting 'q', but could be other 
#   characters depending on what is needed in the string. I also 
#   used the '.' to concatenate the string, allowing it to be 
#   written across multiple lines so the spaces between parameters
#   were obvious.
my $cmd =   q/fsutil/            # command
          . q/ /
          . q/file/              # parameter 1
          . q/ /
          . q/setShortName/      # parameter 2
          . q/ /
          . q/"C:\Users\James\Music\國語懷念&#
+32769;歌 Vol. 2"/         # parameter 3
          . q/ /
          . q/"Vol2~00A"/;       # parameter 4

# The double-quotes in parameter 3 are necessary 
#   due to the spaces within the file name.

# Continue remainder of code as before
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Hope that helps.