It is probably not links.cfg where the problem is but admin.cgi

check it starts like this

#!/usr/bin/perl
# -------------
# Links
# -------------
# Links Manager
#
# File: admin.cgi
# Description: This is the administrative interface for the links program.
# Author: Alex Krohn
# Email: alex@gossamer-threads.com
# Web: http://www.gossamer-threads.com/
# Version: 2.0
#
# (c) 1998 Gossamer Threads Inc.
#
# This script is not freeware! Please read the README for full details
# on registration and terms of use.
# =====================================================================
#
# Required Librariers
# --------------------------------------------------------
eval {
($0 =~ m,(.*)/[^/]+,) && unshift (@INC, "$1"); # Get the script location: UNIX /
($0 =~ m,(.*)\\[^\\]+,) && unshift (@INC, "$1"); # Get the script location: Windows \

with the #

of course your path to perl may be different
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the other thing is, have you uploaded in ASCII not binary

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