I had a similar need. My solution was to install portable Strawberry Perl on a USB drive, install CPAN::Mini into it, and run the following from the Strawberry portableshell command line:

minicpan -p -l \CPANmini -r http://some.cpan.mirror/pub/CPAN/
[download]

The USB drive has top-level directories /strawberry and /CPANmini - together they currently fit on a 4GB USB drive.