You got that message because perl2exe is not free. Its their equivalent of a shareware nag.

Well, YMMV, but you can try ActiveState Perl Utilities. However, this is not free either...

Another option that you can try if you want to compile to executable is called perlcc.. I've never tried it myself, but the man page says it generates C code which can then be compiled using a C compiler (gcc, mingw, VC++ etc)