For a Windows setup solution, I use Inno Setup together with My Inno Setup Extensions (not made by me, but the name is "My Inno Setup Extensions"), and as a setup compiler I use ISTool. These are a free (at least beer, and with a setup tool, I didn't care about more) solution that looks professional and is relatively easy to set up.

perl -MHTTP::Daemon -MHTTP::Response -MLWP::Simple -e ' ;    # The  
$d = new HTTP::Daemon and fork and getprint $d->url and exit;#spider
($c = $d->accept())->get_request(); $c->send_response( new   #in the
HTTP::Response(200,$_,$_,qq(Just another Perl hacker\n))); ' #  web
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