I've found the problem -- I upgraded my perl from 5.8.0 to 5.8.1 some time ago, and did not upgrade modules. As a result, PullParser.pm (and not only this module) was from the old version:
[dda@dragon dda]$ locate PullParser
/usr/lib/perl5/vendor_perl/5.8.0/i386-linux-thread-multi/HTML/PullPars
+er.pm
After I've downloaded and installed newer version of HTML::Parser, I have two places where this file is located:
[dda@dragon dda]$ locate PullParser.pm
/usr/lib/perl5/site_perl/5.8.1/i386-linux-thread-multi/HTML/PullParser
+.pm
/usr/lib/perl5/vendor_perl/5.8.0/i386-linux-thread-multi/HTML/PullPars
+er.pm
Now my script works! But I wonder how should I process during perl upgrade? This is RedHat 9, and perl 5.8.0 was shipped with it, and 5.8.1 was installed from RPM later. I have a lot of other modules in 5.8.0 hierarchy, should I upgrade all of them too? And how?