ActiveState's Perl Dev Kit (PDK) includes a tool called PerlApp, which lets you:
"Deploy Perl programs to any platform with its cross-platform wrapping.
Deliver code as executables, Windows Services, ActiveX components, .NET assemblies....
Create MSI files..."
It also supports remote debugging.
Note that PerlApp does not "compile" your script. It encrypts it and wraps it in an .exe file, along with any modules used. When you run the .exe, it uncompresses the contained sources, and then runs the perl interpreter.