Simple Solution: You forgot to use binmode again is all :)
open(FH,"file.exe");
binmode(FH);
my $binary;
while(<FH>) {
$binary .= $_;
}
close(FH);
open(FH,">newfile");
binmode FH; #<---- Add this and it works just fine :)
print FH $binary;
close(FH);