You haven't told us much, but my guess is that the "other" DLLs required by Crypt::SSLeay are not bundled with your .exe. You will need at least:

• libeay32.dll
• libssl32.dll
• ssleay32.dll
• and possibly zlib.dll

They live either in the same directory where your perl.exe lives or in the Windows directory somewhere, propably C:\Windows\System32. Copy them from there and either distribute them with your executable or make PAR include the DLL in the file.

Also, searching this site for site:perlmonks.org crypt::ssleay libeay32.dll yields many post that would have told you that.