"Any idea what should I do?"

You can install GCC from the MinGW package using the Perl Package Mana
+ger by running:
    ppm install MinGW
[download]

Perl 5.12.4 is ancient, consider upgrading to something more modern with a sane build environment. Speaking generally there's a lot you can do to help us help you. Tutorials->PerlMonks for the Absolute Beginner, How do I post a question effectively?, Short, Self-Contained, Correct Example.