Actually someone helped me already to solve the problem. The file m2cpp.pl is formatted for DOS. One has to reformat it for Linux in order to get everything to work correctly (I did it with the tofrodos package). The program is great :-)
It *almost* works for me and I suspect it may have to do with a Linux problem. I receive the following error messages
sh: /media/sda5/Giovanni/Utilities/Matlab_utilities/Matlab_exchange_downloads/DoxygenMatlab/m2cpp.pl: not found
and the html files after this do nto contain any documentation (as no c++-style comments are produced). The m2cpp.pl is there, though, I have tried to move it around and I still receive corresponding error messages. Could anyone tell me where I have to start looking for solving this problem? Thanks in advance.