If kshell supports the same kind of shell variable assignments that are typical in (ba)sh, then something like this ought to work:

The perl script simply prints the name of the selected file to stdout, terminated by a line-feed.

The perl script is invoked from kshell using backticks, in a construct like the following:

ENV_FILE=`selection_script.perl`
setup_env ENV_FILE
[download]

Unlike the perl backtick operator, the use of backticks in (ba)sh returns the output of the command with all line-feeds converted to spaces.

update: revised the shell script to reflect the example given by peschkaj.