Do you also see this behaviour, when you remove the DoSomething? I also have Perl programs running from the command line, but so far they didn't cause trouble when shutting down Windows.
What happens if you just kill the command window, within which the Perl process runs? Is the Perl process still alive afterwards (you can use Process Explorer to find out; it's more comfortable to use than the Windows Task Manager).
As a minor issue, you don't have an ampersand in your line, and if you had one, it would, AFIK, not make your command running in background on Windoze (unless, of course, you would have something like Cygwin and use one of their shells).
Ronald Fischer <firstname.lastname@example.org>