On ActiveState Perl v5.6.0 for windows...

C:\>perl -v

This is perl, v5.6.0 built for MSWin32-x86-multi-thread
(with 1 registered patch, see perl -V for more detail)

Copyright 1987-2000, Larry Wall

Binary build 623 provided by ActiveState Tool Corp. http://www.ActiveS
+tate.com
Built 16:27:07 Dec 15 2000

Perl may be copied only under the terms of either the Artistic License
+ or the GNU General Public License, which may be found in the Perl 5.
+0 source kit.

Complete documentation for Perl, including FAQ lists, should be found 
+on this system using `man perl' or `perldoc perl'.  If you have acces
+s to the Internet, point your browser at http://www.perl.com/, the Pe
+rl Home Page.
[download]

Perl itself is 20kb, but the Perl560.dll is 648kb on Windows 2000. I think you have to have it to run. Even if you did copy perl.exe, you'd need to make sure it got into the %PATH% environment variable, or was in the same directory as the script. I think it would be easier to just distribute ActivePerl and the script together.