That particular version of Win32::GUI happens to be very broken. If you follow the tutorial in the documentation, the first exmaple is Hello World. There, you call the method AddLabel() on your main windows at which point windows doesn't even let your program run.
Ok, tried re-installing it, ActivePerl, tons of other things. Finally grabbed an earlier version and tried to use PPM to install it. That was a mess. You can't specify a version to install, and I couldn't make it look on my local HD correctly.
Finally just copied files to the correct locations and now it works. I shouldn't have to do that. Moreover, where did dada.perl.it go, Aldo?
Also, Win32::GUI isn't -w safe, so I have to do the following:
{ local $^W = 0; Win32::GUI::Dialog() }
Or, 'no warnings' for those of us with newer Perls.