Did you try looking into the "WithEvents" method? I gave it a shot in the dark, but it didn't work, but then again I don't work with Win32::OLE at all so maybe I missed something That's what you need ;)(i took the while loop out and replaced it with a call to MessageLoop(), otherwise you can't process messages ie events )

#!/usr/bin/perl
use strict;
use warnings;

use Win32::OLE qw[ EVENTS ];
use Win32::OLE::Variant;

#Win32::OLE->Initialize(Win32::OLE::COINIT_MULTITHREADED);
#Win32::OLE::COINIT_OLEINITIALIZE
my $Agent = Win32::OLE->new('Agent.Control.2');

$Agent->{Connected} = Variant(VT_BOOL, 1);
$Agent->Characters->Load('Merlin','Merlin.acs');

        Win32::OLE->WithEvents($Agent, \&Event);

my $Char = $Agent->Characters('Merlin');


$Char->Commands->Add('Exit','E&xit');
$Char->Show;


$Char->Speak('Sleeping...');

Win32::OLE->MessageLoop();


sub Event {
    my ($Obj,$Event,@Args) = @_;
    use Data::Dumper;
    print "Event triggered: '$Event' => \n".Dumper(\@Args);
    exit(0) if ref $Args[0] and $Args[0]->{Name} eq 'Exit';
}
__END__
Event triggered: 'Show' =>
$VAR1 = [
          'Merlin',
          4
        ];
Event triggered: 'ActivateInput' =>
$VAR1 = [
          'Merlin'
        ];
Event triggered: 'BalloonShow' =>
$VAR1 = [
          'Merlin'
        ];
Event triggered: 'Click' =>
$VAR1 = [
          'Merlin',
          2,
          0,
          60,
          92
        ];
Event triggered: 'BalloonHide' =>
$VAR1 = [
          'Merlin'
        ];
Event triggered: 'Command' =>
$VAR1 = [
          bless( {
                   'Count' => 1,
                   'Name' => 'Exit',
                   'CharacterID' => 'Merlin',
                   'Confidence' => 100,
                   'Voice' => '',
                   'Alt1Name' => '',
                   'Alt1Confidence' => 0,
                   'Alt1Voice' => '',
                   'Alt2Name' => '',
                   'Alt2Confidence' => 0,
                   'Alt2Voice' => ''
                 }, 'Win32::OLE' )
        ];
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