What is the information you're passing to perl2exe? I've built many Tk EXEs and haven't run into the problem you're describing. Are you building with the -gui flag? If so, build it again without that flag, that way you can see error messages that would otherwise be completely lost. If it runs correctly as a perl script but doesn't run correctly as an exe, I'd wager that the problem is that there are at least a few modules that aren't being included in the exe file. In your script, you have to expressly use every module that the modules you're already using depend upon. Let me give you a quick example. I was building an EXE with perl2exe that used Math::BigInt. It ran correctly as a regular ol' perl script, but didn't run as an exe file. The problem was that Math::BigInt was using Math::BigInt::Calc, and that's where the exe file was choking. Once I expressly included use Math::BigInt::Calc in my script and rebuilt the exe file, it worked fine. If that doesn't work for you, post exactly what you're passing to perl2exe and I'll try to replicate the problem on my end.
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Kurt