Does your script use Digest::MD5? Or does perl2exe require it? What error do you get when installing Digest::MD5 with CPAN? If you don't tell us what the problem is, we can't help you with it.

Digest::MD5 is a binary extension so it can be tough to compile. There is Digest::MD5::Perl which is a pure Perl but much slower replacement for Digest::MD5.