"So then, the answer is no?
No, the answer given works.
"There isn't a way to do it via the cpan commandline?"
Yes, as previously advised by ikegami:
cpan> install RKINYON/DBM-Deep-1.0014.tar.gz
I think (s)he's talking about a cpan command line parameter, just like this:
$ cpan RKINYON/DBM-Deep-1.0014.tar.gz
(which appears to work just fine in my box).
(Please treat my english text just like Perl code, i.e. feel free to notify me of any syntax, grammar, style and/or spelling error. Thank you!).