Either of PAR, PerlApp (from ActiveState's PDK), or Perl2exe can be used for packaging up the script and it's dependent CPAN modules. I've used the two first successfully.

Add an installer, like InnoSetup, the NullSoft Installer (the one from WinAmp), or MSI and you've got something that the end user can't distinguish from other Windows programs (which is a Good Thing(tm)).

It doesn't do automatic updates though. I'm sure there's a CPAN module waiting to be written there :)

/J