Take a look at Archive::Zip, along with this FAQ question on self-extracting zips. Note that the self-extracting bit seems to be platform-specific. Here's a link to the example script for a self-extractor.

Update: It appears that that example does not create a true self-extractor. It merely shows the code to create a zip file, then one that will defalte the zip file for you. (ie: I believe you need perl installed on the target machine where the 'self-extactor' will be distributed). This doesn't sound very self-extracting to me, and I wonder why they even call it that...

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