mod_perl compiles a libperl.so into your apache libexec/ directory. If it's not there, it won't work. As mentioned above, you need to have an Apache server with DSO capabilities (do a bin/httpd -l and look for mod_so). If you install mod_perl via APXS, it will put the necessary lines in your conf/httpd.conf file for you, so you can look in the httpd.conf file for libperl.so and see if it's been installed correctly.

In my experience, installing mod_perl via CPAN is generally a bad idea. It's typically better to install it by hand. I'm not saying it won't work, but a mod_perl isn't a typical perl module. It requires either the Apache source or the Apache apxs code and an Apache server that's setup to handle it.

Try reading the aforementioned guide and doing it by hand.