Okay folks, here is the results of playing with this idea:

• Don't trust Windows, well to be specific, don't trust Perl in Windows to return what you think it should return. In my case I am developing in Komodo, so when I have Komodo run the programme, the value of $0 is something else altogether!
• If I use PerlApp from Komodo (which I do anyway) then $0 returns a sensibble value. BUT JediWizard the exec($0); doesn't work as you would expect. But purely using exec("appname.exe"); works just fine.
• Now, sgifford: I have packaged the app using PerlApp. This is some testing code:

      unlink 'appname_old.exe';
      rename ( 'appname.exe', 'appname_old.exe');
      
      use Win32;
      my $localdir = Win32::GetCwd();
      print "My idea of a local directory: " . $localdir . "\n";
      print "I think I am program: $0 \n";
      
      use Net::FTP;
      my $ftp = Net::FTP->new(
                           "myftpserver.net",
                           Timeout => 30,
                           Debug => 0
                          ) or warn "Can't connect: $@\n";
      $ftp->login( 'anonymous', 'guest') or die "Couldn't authenticate";
      $ftp->cwd("/pub");
      $ftp->type( "I" );
      $ftp->get('appname.exe');
      $ftp->quit;
      debug( "Quitting, restart programme please." );
      exec("appname.exe");
  [download]

  As you can see with the programme running I renamed the .exe file, and then copied a new file from the ftp server with the same name. So that all worked nicely.
• Now waswas-fng suggests using PAR and running with parts of the programme remote. That's a neat idea. My application packages nicely with PAR and the idea of caching in-between is rather nice. I will lookinto it, thank you!
• Now finally, Zero_Flop, thanks for the suggestion. Sadly, these folk are typical Windows users - ask them to open a command prompt and they go all glassy-eyed on you!

Once again to all of you, thank you!

jdtoronto