This thread is so terribly old that I would suggest going to Seekers of Perl Wisdom and asking your question there as you're more likely to get useful replies.
As for your question, no, you don't need to install Apache if you have IIS6 (whether or not one would prefer Apache is a separate question.) As for your error message, I can't say what's wrong. It seems like you're probably just printing the body of your document without printing any headers, but it's tough to say without seeing the code (or knowing your IIS configuration.) You can read my CGI course (link below) for more information or just just post to Seekers and see if someone there can help you. I've actually not used Windows for a couple of years so I'm hard-pressed to help :)