If you are on windows, you can also use Indigo Perl. It installs by unzipping into a directory and running a simple config script. It also comes with an apache binary precofigured to run cgi. It's very handy for testing CGIs before you upload them. It has a package manager that is compatible with Active State Packages, too.

BTW, you probably won't want to use their Apache distro for a production webserver. And in any case, you may want to tweek its configuration a little, the default setup is a little permissive.

TGI says moo