That's outlined in Inline (check out the section titled "Writing Modules with Inline"). To sum those instructions up:

1. run h2xs -PAXn <ModuleName>
2. Edit ModuleName.pm and add your Inline Code
3. Edit Makefile.PL
    3a. Change use ExtUtils::MakeMaker to 
                      use Inline::MakeMaker
    3b. Change WriteMakefile to
                      WriteInlineMakefile
4. perl Makefile.PL
5. make dist
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-derby