Howdy solanum, welcome to the Monastery!

You don't actually need Perl for this. The following would also work (if you're using bash or a similar shell; I don't have any experience with C shells):

$ for i in *.dbf; do dbf_dump --fs "," "$i" >"$i.csv"; done
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If you want to use Perl, my anonymous brothers have already provided some advice. The main problem with your script is that you're trying to call an external command (dbf_dump) as you would from a shell script. But Perl isn't a shell, it's a programming language, so you have to use a function like system to run external commands.

The error you're getting is related to that: "bareword found where operator expected, near "--fs"" tells you that Perl is trying to parse your dbf_dump invocation as Perl and failing to make sense of it.