Go to ActiveState. When you go to Perl.org, they actually direct you ActiveState, at least the last time I was there...It's really easy right out of the box. I use the latest MSI version (as opposed to the perl in package format) from ActiveState on my Win98 box at work.
The only problem I have with ActiveState is ppm (perl package manager) isn't up to date with CPAN. Some obscure modules, and some not, you have to download from CPAN and do it by hand. Also, if you interested in doing CGI, I would suggest using the Win32 port of Apache. That my two cents...
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%mexnix = (email = > "mexnix@hotmail.com", website => "http://mexnix.perlmonk.org");