use ExtUtils::MakeMaker;

eval{require Some::Module};
if ($@) {
    my $reply = prompt("Some::Module not installed. Install (Y/n)", "Y");
    install("Some::Module") unless $reply =~ m/n/i;
}

sub install {
    my $module = shift;
    eval{require CPAN};
    die "Aaaaagh! $@\n" if $@;
    CPAN::Shell->install($module);
}

WriteMakefile(
    ...
);