Having to deal recently with the same king of problem, and with an older version of ActiveState which didn't include wperl.exe, I found yet another way to do it. Hope this could help someone.

BEGIN {
    if ($^O eq 'MSWin32') {
        require Win32::Console;
        Win32::Console::Free( );
    }
}
[download]

The DOS window is showing up at the start of the script, and disappear instantly.