Please forgive me, but I only had access to a Windows 2000 PC. *Smiles*

use strict;

system("del doesnotexist1");

close(STDERR);
open(STDERR,">stderr.out") || die "Could not open STDERR...\n";

system("del doesnotexist2");
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This results in "Could Not Find C:\TEMP\doesnotexist1" being displayed on the screen (default for STDERR) and "Could Not Find C:\TEMP\doesnotexist2" being written to stderr.out.

Looks like system() inherits STDERR from the Perl script.