That is a bit difficult, not knowing what you have done so far.
- Have you edited httpd.conf, so your Apache knows what to do with cgi-scripts? If not check that file, usually you only have to uncomment a line or two.
- Is your cgi-script within a directory that has the permission to execute cgi-scripts (usually cgi-bin)? If not move the script or edit httpd.conf accordingly.
- Does your script have a she bang line? If not write #!C:\path\to\perl.exe as the first line into your script.
- Does your script print everything it needs to print, especially the Content-type header? This is a very frequent error when you don't use CGI;.
- Perhaps there are other errors while running the script, before it creates any output, check your Apaches error.log to find those.
I hope this helps to narrow the problem down or even solve it.
We'll need more information to help you out (what errors are you getting, script source, etc.). Until then all I can suggest is that you take a look at tachyon's CGI Help Guide.