I don't know if you ever gathered this from the other replies, but from choroba's "interpreter and parameter" and your "in both of those example shebangs, I cannot have any arguments" shows that, at least originally, you didn't understand. In the shebangs

#!/usr/bin/env perl -w
##!/usr/bin/env perl -wd
[download]

The "/usr/bin/env" is the interpreter, and "perl -w" or "perl -wd" is the single parameter (argument). Because it's one entity, then some versions of env will try to run "perl -w", and doesn't find anything to run that's P E R L SPACE DASH W as the name. (the same as you might get on other systems if you tried /usr/bin/env 'perl -w' or /usr/bin/env 'perl\ -w'.)

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