I'm not seeing the behavior that you are. When I run the script from the command prompt, double click the file or double click a shortcut to the file, it waits for a key press (two if I press <ENTER>). WinXP Pro running AS Perl 5.8.6 build 811 with Term::ReadKey 2.21.

By the way, you have it written to print "  --- DONE ---\n"; right before you look for a key press.