CPANPLUS does work in windows, I have cygwin installed, so i used the programs from cygwin/bin (i.e. tar, wget, gunzip, etc) during configuration, but instead of cygwin make i used nmake, which doesn't use the cygwin .dll, and is more reliable on Windows.

Many packages install fine, I tried a few of the Crypt-*_PP packages cause I knew that they were Pure Perl and platform independent. All installed were sucessful. You are still limited, of course, by the fact that many CPAN Authors develop *NIX-centric modules.

CPANPLUS is my second choice after ppm, which works very well but has a somewhat limited/outdated package library.