Which perl features do you want to use in your code?

It should be possible to embed a perl interpreter in a DLL written in C or C++, and you can call perl functions from C code (see perlembed and perlcall). For ActiveState you will probably need to use something like Visual Studio or Visual C++ Express to build your DLL.

There is another perl distribution called Strawberry Perl that includes the gcc compiler, which you can also use to build a DLL.