I've fooled around with AxWindow some time ago. I've had similar problems. You could ask the author or some other users of the mailinglist at sourceforge.

Try a search for AxWindow.
http://sourceforge.net/mailarchive/forum.php?forum_id=3220.

It also has nice code examples and very usefull links. another usefull link:
Using Perl on Win32 for Fun and Profit: Can I create an ActiveX control