Very strange. I haven't had any problems running my LWP app though. Possibly a bug in perl2exe. If it continues to be a problem when you compile other apps I'd recommend switching to another version of Win32 Perl (thus requiring a different build of perl2exe). That might fix it.

Personally I'm running ActiveState Perl 5.005_03 build 522 and perl2exe V3.12b-AP5xx