Usually when that happens, it means that the script isn't referencing your version of perl properly or a needed perl module is not installed. If you have shell access to your account, running the script from the command line will sometimes yield more helpful information:

perl oj.pl

I stopped development of OJ about a year or so ago and recommend that if you really want to blog, try out the open-source WordPress software:

<A target="_blank" HREF=http://www.wordpress.org/>http://www.wordpress.org/</A>