in reply to many exe files rely on one library
If you absolutely must make it difficult for a user to modify your scripts, you can try to obfuscate it, like they do in Java. How to go about that I don't know, but there's bound to be a package for that somewhere.
Otherwise, to make things even more complicated(for yourself as well), you can write parts of it in C(and somehow use XS to pass your entire Perl script as a string to the interpreter. Then, use "make perl" to compile the Perl core and your script into a perl.exe. Note that even if you don't tell anyone, it's still quite trivial to get the script by useing your module containing the script and then just placing that script into a new file and editing from there.
I don't see what you're trying to do that would require this, though. Assuming you distribute your application so that clients can install it on their own machines, if they screw things up it's their problem and not yours, no?
If you truly have secrets you must hide from clients, perhaps Perl is not the right choice. An actual compiled language may be the better choice.
confess( "I offer no guarantees on my code." );