Two options really, go for ActiveState's version of Perl, or install CygWin to have a UNIX-like compatibility layer, and use the normal Perl for UNIX on it.

Personally I tend to go for the Cygwin solution since it means my scripts are more likely to work on the UNIX servers we use without needing modification, and also because I generally find Cygwin in and of itself to be a very useful thing to have installed on a Windows machine as it provides the UNIX command line tools I tend to use a lot.