Run the .exe from a command prompt, so that you can see the error messages. If it's not finding modules, manually add them to the "Added Modules" list in perlapp.
I had to add:
Wx::DND Wx::DocView Wx::FS Wx::Grid Wx::Help Wx::Html Wx::MDI Wx::Print utf8
keywords: perlapp, Wx, wxperl, activestate, perl, windows, win32
