I use PerlApp to bundle everything necessary up into an '.exe' file on Win32 and use Inno Setup to collect that file and whatever other configuration files and documentation I've made into one installation executable. (It would probably help me to check out using MSI for the installation-builder since I've got access to it through the PDK, just haven't).

The Tk interface looks a bit old-fashioned to users, but it works.

Don't forget to work up some kind of an icon for your program, e.g. 'Paint' for the bitmap and something like LiquidIcon to make the icon.

BTW, it was suggested to me to try PAR instead of PerlApp. My own experience was disappointing: it took way longer than PerlApp at making the executable and the executable it made took way longer to execute. I don't know if it was the size of the program, its use of Tk, or what. I liked the 'free' part, as PerlApp seemed to be screwing up a Tk Text Search thingy and my guess was that any fix would have to be in the next, unpaid-for-by-me, release of PerlApp. Lack of cash and need for speed makes me stick with my current level.