If you want to see more verbose error output, try the following:

cpan[1]> look MVS::JESFTP
perl Makefile.PL
make
make test
[download]

Looking at the source code of the failing test, it dies because it can't connect to an (old, old) machine:

my($host, $logonid, $password, $job, $jobname) =
    ('nmgsdisd.state.nm.us', 'DPMIKE', 'JTREE', './TEST.SEQ', 'DPMIKE1
+');

$jes = MVS::JESFTP->open($host, $logonid, $password) or die "not ok 2\
+n";
[download]

So, maybe the module works ,but it's just the tests that are bad... If you edit that test and supply better credentials, maybe it passes its test suite.

Looking at its source, it's just a thin wrapper around Net::FTP, so if you feel uncomfortable with using a module that fails its tests, reimplementing the functionality from reading its source should get you just as far.