You didn't write which perl version you use. Under Windows, I wouldn't install GD per hand because it requires a lot of libs (you have already found out which are required because you read the README from the CPAN package?). But for Activestateperl (or PPM in common), some very nice people share precompiled versions of several modules...

If you use perl 5.0 or 5.6 or 5.61, have a look at Re: Modules in the Windows environment.

If you use perl 5.8, try

c:\> ppm
ppm > repository add http://theoryx5.uwinnipeg.ca/cgi-bin/ppmserver?ur
+n:/PPMServer58
ppm> install GD
ppm> exit
[download]

(thanks to Wangjianshuo's blog which I found after a lot of googling...)

Best regards,
perl -e "s>>*F>e=>y)\*martinF)stronat)=>print,print v8.8.8.32.11.32"