It sounds like your fighting with your administration privileges and your opening up your editor as admin.
If your user has admin rights on the computer you can do it all, under admin.
One way is to make a shortcut on your desktop to C:\Windows\System32\cmd.exe right click the short cut and Run as Administrator or go to properties to set it to always Run as Administrator. Installing from CPAN and on windows the firewall could stop you and perl could need access to the network, just a heads up.

Update: Active State you want to update and install modules from CPAN with C:\Perl\bin\ppm.bat Nice and easy GUI. Just run as Administrator.