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That works, thanks! I must have tested it under sane OS back then. I'd like to list the complete procedure one is required to do under Windows to get Perl renaming work:
1. Get strawberryperl, portable version is just fine (make sure that path to the strawberryperl does not have spaces!)
2. Start strawberryperl command line. And run CPAN Win32::Autoglob (this installs the Autoglob)
3. Copy code of above rename program to the C:\strawberryperl\perl\bin\renamer file (Windows has program called rename already, so don't use that name)
5. Create copy of file C:\strawberryperl\perl\bin\runperl.bat as name renamer.bat (Contents of this file is not needed to change)
6. Add use Win32::Autoglob; to the renaming code.
Now you should have portable Perl capable renaming script to take with you.
I know the steps I described above are routine tasks, but many times one just wants to rename files and not go through the hassle of learning to install Perl in Windows. So I wish my instruction will help someone.