The problem is that the directory you are in when you call the perl from the MSDOS window is not the same directory you are in when it is called by the 3rd party ap so the library is not found. There are many ways to specify how to find a perl library. The one i use is to determine the directory that myperl-lib is in and specify it as i call perl. lets assume your libary is at C:\dir1\dir2\dir3\dir4\dirapp\myperl-lib. then
perl -I C:\dir1\dir2\dir3\dir4\dirapp C:\dir1\dir2\dir3\dir4\dirapp\pe
should do the trick.