It is an operator, called a heredoc or here-document. Amusingly enough the reference in perldoc is not as easy to find as it should be. It is useful for being able to quote a large section of text without having to bother with escaping special variables.
You can read the Here document article on wikipedia as well. The entry you are looking for is <<EOF
under Quote-and-Quote-like-Operators from perldoc. I'm citing it here for ease of use:
A line-oriented form of quoting is
based on the shell "here-document"
syntax. Following a << you specify a
string to terminate the quoted
material, and all lines following the
current line down to the terminating
string are the value of the item. The
terminating string may be either an
identifier (a word), or some quoted
text. An unquoted identifier works
like double quotes. There may not be a
space between the << and the
identifier, unless the identifier is
explicitly quoted. (If you put a space
it will be treated as a null
identifier, which is valid, and
matches the first empty line.)
The
terminating string must appear by
itself (unquoted and with no
surrounding whitespace) on the
terminating line.
If the terminating
string is quoted, the type of quotes
used determine the treatment of the
text.