Rem: I just saw your reply, we posted at the same time.
The following can work when you download manually the package and compile yourself but CPAN do it for you...

perl Makefile.PL

perl -V:make
(should give dmake for strawberry perl)

#if it gives dmake, do this...
dmake
dmake test
dmake install

#if it gave nmake, do this...
nmake
nmake test
nmake install

#make it's only when it gives make ;)
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