My condolences, I'm also forced to use perl on Win when not at work, but after some tinkering, its not that bad. A few pointers I wish I'd known long ago:

1. The cpan module works fine on windows, try this: perl -MCPAN -e shell
2. nmake really is awful from your point of view, it cant cope with some of the most basic make commands. If you can afford the ($$$|space), get Visual C.
3. oh yeah, the cpan module sorts out unzipping and taring for you, so dont worry about that.

Hope these put you in the right direction,
SMiTZ