an (apparently pretty common) error is that you use a (bugged?) version of the module Alien-wxWidgets together with ActiveStatePerl.
I first tried 0.43 from CPAN together with ActiveStatePerl and that didn't work.
Although someone said that 0.43 works fine with StrawberryPerl, I'm not sure about that.
I did some "research" on the web and someone said that you should use 0.39.
I deleted the 0.43 version and installed the 0.39-one => everything workes fine.
If you have another error, a little bit more information would be useful ;)
For the benefit of PerlMonks users: if you install DWIM Perl, it already includes Wx. (I have one Windows machine like that).
Alternatively, with Strawberry Perl (and cpanp), I have installed Wx with no problems, (on another Windows machine). I had been using Win32::GUI, but it seems that it does not support Unicode, so I had to turn to another GUI system on Perl, and I chose wxWidgets.