Perjury is not simply lying under oath in a court of law. Clearly Clinton's lie about his sexual relationship with Lewinsky was intentional. However, determining whether his lie was material is not so simple. For a lie to be material, it must be relevant to some crime. Telling a prosecutor my favorite color is red when it is really blue is not perjury.
Perjury is essentially a form of obstructing a justice.
Justice is dependent on truth. When a person lies to cover up the truth about a crime, then it's perjury because it hinders justice from being done. This is why perjury is, and should be, a crime. It's just taboo. It is true that the deposition Clinton originally lied in was material to the civil lawsuit Paula Jones brought against him.