This would be hard to answer without knowing more about the Perl distribution you are using. Are you using a pre-compiled Perl install (ie. Strawberry or ActiveState? )

Next, what C compiler are you using? I know for a fact that GCC ships with the Strawberry Perl version for Windows. I do not know what ActiveState uses, or if they ship a C compiler at all. I suspect they do (you need it for most CPAN modules), but I cannot say for certain.

Assuming your Perl environment is OK, the next thing to look at might be the module itself. The C code might not be written in a portable fashion, or it might be making assumptions about Windows systems that no longer hold true. This can get complicated really quick.

There should be a log file that you can check to see what failed, and when. I believe it is in a cpan directory if you are using Strawberry Perl, but I cannot recall off the top of my head. That will give you detailed info you can post here to get more assistance.