use Tk;
use Tk::DialogBox;
[download]

Those modules will do what you need. The documentation for Tk is pretty good but I suggest looking into Mastering Perl/Tk from O'Reilly. The nice thing about Tk is that a well writen Tk script will work the same on all platforms.

Update:
I think after rereading your question that you were not refering to the Windowing system but to within a web browser. Could you please clarify what you are trying to pop up.