I run ActiveState's Perl Dev Kit (perlapp) on linux (RHEL5) to compile perl scripts to Window's exe's. It worked out of the box! It's intended for cross platform use and even downloads the target platform's ActivePerl on the fly to link it in. Seems to work ok, so far. It can produce either perl-dependent app's (requires perl be installed on the target machine) or standalone (no dependencies), and the latter means I do not have to ask end-users to deal with CPAN.
The exe's are somewhat larger than I expected (3MB).
It also requires ActivePerl to be installed on the build machine -- not the linux that comes with perl -- which was free and trivial to install.
NOTE: although ActivePerl is free, the PDK costs US$300 or more for an educational license, so perl2exe is a better deal if you have the time to figure out how to run it. Also, ActiveState is a Canadian company and some US companies cannot deal with their legal terms and so do not allow AS software.
in reply to (GUI) Windows Programming FAQ