If windows supports hard links you could try something like this.

#!/usr/bin/perl
use strict;
use warnings;

open my $fh, ">", "mylock.$$" or die "open mylock.$$: $!";
sleep 2 until get_lock();
print "locked> ";
<>;
unlink "mylock";    # releases the lock
unlink "mylock.$$"; # just cleaning up

sub get_lock {
    link "mylock.$$", "mylock" and return 1;
    return (stat "mylock.$$" )[3] == 2;
}
[download]

The above is based on the discussion of portably locking with link(2) as found on the Linux man page for open(2) in the O_EXCL discussion.

Edit: added comments because one unlink matters and the other doesn't.