You may wish to read perl2exe -gui fails.

It would be well to read How do I post a question effectively? and to use search.

And it would be best to be more specific about "a problem like this" if you have hope of specific help.

Update: A visit to Indigo appears to confirm your "assumption" that a working Perl program converted to an .exe should work on any machine (¹): "(Perl2Exe) allows you to create stand alone programs in perl that do not require the perl interpreter.... Perl2Exe can generate executables for Windows and Unix target hosts."

Note, however, that "Perl2Exe for Windows requires an installation of Perl on your machine."

¹: Indigo is specific in saying that some of its aps support Vista. I found no such note re Perl2Exe. Rather, there is this statement: "Perl2Exe for Win32 is a 32-bit Windows console application, and requires any 32-bit version of Windows, including 95/98/ME/NT/2000/XP." Note the lack of a Vista cite. Could Vista be your problem?