Regardless of what others have said above, the syntax of your use of "with" looks just fine. It's just an odd VB construct that doesn't translate directly to perl. Here's a snippet from Win32::OLE's pod:

        with(OBJECT, PROPERTYNAME => VALUE, ...)

What you need is a better understanding of Excel's object model and how to translate the VB model into Perl.

Columns is a collection of Column objects. It applies to a Range object, a Worksheet, or the Application object. Being a collection, a single column object can be referenced by name or by index - but not by a Range object. You have a range, you want the first column in $Range, like so:

with ($Range->Columns(1), ColumnWidth => 1)

Or you want the column "E:E" on $Sheet: $Sheet->Columns('E:E')....

By the way, I wouldn't even use the "with". Just assign the column width directly:

$Sheet->Columns('E:E')->ColumnWidth = 15;

You may find cacharbe's Using Win32::OLE and Excel - Tips and Tricks helpful in converting from VBA to perl.

Hope this helps