I'm trying to do pretty much what your doing by using PAR Packer: http://search.cpan.org/~smueller/PAR-Packer-0.982/lib/pp.pm
Unfortunately I not having complete success yet. I can build the self-extracting exe file, and it runs fine on the local system, but unfortunately I hit some "missing module" errors on the remote systems that don't have perl installed.
If you happen to get pp working successfully I'd love to hear how you did it.
I believe there's some ways you could manually use PAR (without pp) to create the complete perl archive file that you would need.
But I'm still a noob at this, so don't ask me how...
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