Try this (lifted out of _Programming Perl_):
Download the source of the module, open it up, and when you need to run "perl Makefile.PL", type this instead:

perl Makefile.PL LIB=/my/dir/perllib \
  INSTALLMAN1DIR=/my/dir/man/man1 \
  INSTALLMAN3DIR=/my/dir/man/man3 \
  INSTALLBIN=/my/dir/bin \
  INSTALLSCRIPT=/my/dir/scripts

Then add:

use lib q{/my/dir/perllib};
[download]

to your script...

Related: Does anyone know how to get around some of the dependencies going on using this method? Say I need module x and I install it in /my/dir/perllib, and it depends on module y which is somewhere else. Is there anyway to have the Makefile.PL look for the library besides the defaults? I guess this would be like setting an environment variable for @INC, but I assume it is another command-line arg.