how to run perl script in windows without type perl in the front

Activestate's install program, by default, will create the proper file associations so that you can execute the scripts without calling perl directly.  Since you're unable to execute the scripts without calling perl directly, you must have unchecked the boxes during the installation that would have created those associations.  At this point, you'll need to manually create them.

Here's 1 method for creating the association, but there is another more involved approach that give you more control over setting the perameters.
http://support.microsoft.com/kb/307859

Once you're done, you're action attribute should look similar to this:
C:\Perl\bin\perl.exe "%1" %*



I'm a little surprised about the inaccuracy in a portion of the activestate doc that teraplane pointed to.

[quote]
Although Win32 systems themselves don't use the shebang, the Apache webserver does. If you are using the Apache webserver on your Win32 system you should put the shebang line at the top of your CGI scripts.

Your shebang line should look something like:

 #!perl
[/quote]

There are 2 inaccuracies.  First, Apache on windows doesn't require the use of the shebang line as their statement implies.  There is an apache directive (which can be found on/near line 353 of httpd.conf) that tells it to use the file association found in the registry.

ScriptInterpreterSource registry

Second inaccuracy is if you do use the shebang line, it must include the full path to the Perl interpreter just as it does on *nix systems.