Windows 8 ;l Maybe try running it as administrator. And also maybe try using compatibility mode in the executables properties. Personally I am not sure what the problem may be, but you could try to use perlapp from the active state website to see if it will work that way. It could just be your Perl2Exe that is messed up.
The Perl Dev Kit has a 30 day trial. Why dont you download and install it real quick, then run "perlapp" from console and try compiling it that way.