I also only know rudimentary Linux, but I think you need it to be ./prog.pl in order to run a script in the current folder; I don't think that prog.pl would work, because it searches for it in /bin as though it were on the path. I could be wrong, of course, and I will gladly be corrected if I am.
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Background: Chemical engineer, familiar mostly with MATLAB, but now branching out into real programming.