I don't think that's possible with the current Perls (5.8.x and 5.9.3 at this time of writing):
So maybe this feature is in the most recent version of the threads module, but I doubt it, as it will likely need support in the emulation layer for Perl. One thing I can think of would be to use the Windows API to suspend and/or kill your threads via their threads->tid, but this is very unclean, as Perl also keeps track of your threads and wraps them somewhat. If you really do kill them that way, be prepared for crashes at program exit time.
Update: Changed ->pid to ->tid as BrowserUk correctly notes below