From what my limited knowledge of XS and compilers tells me, you have to (more or less) use the same compiler for XS modules that you used to compile your version of Perl. In your case you use the ActiveState Perl build, which is built with Microsoft VC, so you can't use a gcc version like Dev-C++. You will have to buy and install Microsoft VC unless ActiveState already has built a binary of the module in question (ppm can install that binary in one go).

If you choose to use the cygwin Perl build (not a really smart idea IMO), you should in theory be able to build the extensions with any gcc compiler, but you will most likely lose all access to Win32 specific modules.

perl -MHTTP::Daemon -MHTTP::Response -MLWP::Simple -e ' ;    # The  
$d = new HTTP::Daemon and fork and getprint $d->url and exit;#spider
($c = $d->accept())->get_request(); $c->send_response( new   #in the
HTTP::Response(200,$_,$_,qq(Just another Perl hacker\n))); ' #  web
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