I have thought about this before, but never really done much work on it. I can think of a couple possiblities, but it really depends why you want the event. If this is GUI based, most Perl GUI work is done via Tk. If you don't want to use Tk, i think Win32::GUI makes a good stab at windows native GUI functionality.

For non-gui events, the only real answer would be to write an XS module for the functionality you need. Thats no small task. If you don't mind, please post the message you are looking for and why ... i might come up with something else.