How are you running this script? If you run it from the command line, you'll get these errors:

Global symbol "$dir" requires explicit package name at test.pl line 4.
Global symbol "$dir" requires explicit package name at test.pl line 5.
Global symbol "$dir" requires explicit package name at test.pl line 5.
Global symbol "$file" requires explicit package name at test.pl line 6
+.
Global symbol "$file" requires explicit package name at test.pl line 7
+.
Execution of test.pl aborted due to compilation errors.
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If you're running the program by double-clicking on the file in Windows Explorer, you're probably not going to see the errors before the DOS box closes.

I think this code is what you want:

use strict;
use warnings;

my $dir = "C:\\parser_pgm\\test";
opendir(DIR, $dir) or die "Can't open $dir: $!";
while(my $file = readdir DIR) {
  my $pathname = "$dir\\$file";
  if (-f $pathname) {
    # I added the -f test after running this and finding
    # out that readdir returns "." and ".."
    # (At least on the version of ActivePerl I am using)

    print STDERR "running parser_pgm.exe on $pathname\n"; # for debugg
+ing


    system("parser_pgm.exe \"$pathname\"");
      # I added quotes in case there are spaces in the
      # file name (or in directory name in case you change it.

    if ($? != 0) {
      print STDERR "parser_pgm returned error $?\n";
    }
  }
}
closedir(DIR);
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