I think that you might need to type:
make install PREFIX=/my/perl/dir
This would override the PREFIX directive in the makefile and use your directory as the install directory. Look in the makefile for other clues as to what "variables" to set.

Also, you could just do the steps up until the make install. At that point you will have a directory named ".blib". This directory contains all of the files that would've been copied by the install script. You can simply copy them yourself.

Hope this helps.