If the target platform is Win32 you can use TinyWeb It will run off of the CD, with no config file necessary. It's written in Delphi, and the source is available. I am also trying to make a "CGI on CD" system, and am planning to use TinyWeb as the server. The executable is around 53K, and it runs CGI. And it's freeware.

One small thing I didn't like about it is it keeps access, error and referrer logs, with no commandline switch to disable them. I solved it by removing all logging routines from the source code (it was fairly simple, and I know nothing about Delphi programming)

For the perl scripts themselves, I am compiling them into standalone executables with perl2exe (which does cost money)