The only control that has problems (that I could find) with XP styles is the tab strip. The tab strip only has minor issues - other dev platforms have the same issues, so it's not specific to Win32::GUI.
To get XP styles working direct with Perl you can save the attachment (perl.exe.manifest) in the same directory as perl.exe. You don't need to do anything else. Cheers, jez.
wperl.exe.manifest
Description: Binary data