I've used the commercial version of perl2exe with a lot of success, it handles Perl/Tk just fine. THe noncommercial version is fine for devel, but it leaves the perl command dialog laying around for you to gander at... though there are some fixes for that.

ActiveState has some nice dev tools like, a library for setting/changing tray icons. But I found you can do it with just the Win32 Perl stuff. If you get to that point and need something like that, let me know and I'll grep for it. I don't use it, and don't have access to a windows box to test it for broader release. I did spend a whole week on it, I am happy to give that out because I wouldn't wish Win32 debugging even on my enemy.