If you are using ActiveState Perl, the easiest way is to simply associate a different file extension (.wpl for example) with the wperl.exe. Then when you run a .wpl script, it will run without a DOS console.

If you are using another distribution of Perl, then you are not out of luck either...

Jenda's GUI Scripts has info on hacking perl.exe and also this snippet - Thanks Jenda!

use Win32::GUI;
BEGIN {Win32::GUI::Hide(scalar(Win32::GUI::GetPerlWindow()))};
[download]

I seem to be forgeting one or two other ways but this should put you on the right track.