You can help yourself if you show a minimal example which demonstrates your problem (you're probably not error checking)

OK. Here is an example. It creates an Excel spreadsheet called test.xls containing a single cell containing "success"

It works fine (Windows XP Prof, Active State 5.10.1.1006) But if I produce example.exe using

 
perl2exe -o=example.exe example.pl
[download]

it doesn't produce test.xls

use Win32::OLE qw(in with);
use Win32::OLE::Const 'Microsoft Excel';
use Cwd 'abs_path';
use File::Glob;
$root = abs_path($0);
$root =~ s/[^\\]*$//;
$Win32::OLE::Warn = 3;
my $Excel = Win32::OLE->new('Excel.Application', 'Quit');
$Excel->{DisplayAlerts}=0;
my $Bookout = $Excel->Workbooks->Add();
   $Bookout->SaveAs("${root}test.xls");
my $Sheetout = $Bookout->Worksheets(1);
   $Sheetout->Cells(1,1)->{'Value'}="Success";
$Bookout->Save;
$Bookout->Close;
$Excel->Quit;
exit;
[download]