It's not really the die that's important. It's the test of file operation and the printing of $!. You could just as easily write:

if (!-d "e:/web/public_html/eagle_f91/ffinfo/protected/images/$Game") 
+{
    mkdir("e:/web/public_html/eagle_f91/ffinfo/protected/images/$Game"
+) or print "$!\n";
}
[download]

If there's an error it should populate $!, that error message will tell you what went wrong (generally). So it should either work or give you and error. So it has to help.