I use perlapp from the activestate resource kit to great sucess here at work.
The advantage of the resource kit is you can also create msi installer files, create services, tray apps, convert vb scripts and much more. It's well worth the money spent.
You also might want to have a look at PAR and also tinyperl (which you can find here: http://tinyperl.sourceforge.net/
Supersearch is your friend.