The error message sounds like your directory was mounted with the noexec flag. Maybe you have to do this in /tmp or somewhere where you can actually run stuff without specifying it as an argument of the interpreter, or you have to hack the script to say something along the lines of "perl ./perlbrew-$$", "bash ./perlbrew-$$".
Edit: as I guess you're probably new to Linux as a whole: use "mount" to see what file systems are mounted with what options, and "pwd" to check where your working directory is.
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