Why don't you want to? I'm guessing it isn't portability or security issues. It can't be that it would take more work. The only thing I can think of is that it's less work and you want to do everything yourself. If this is the case, you shouldn't be using Perl, you should be programming in binary.

Re-inventing the Wheel isn't a bad thing, but you should pick your projects carefully. Look at what you gain from rewriting existing, extensively tested code. Will you end up with a more secure, reliable program? What would you actually learn from writing your own CGI.pm? Little about Perl, lots about reading boring RFCs that you'll forget the next day. A good project will teach you more about the language you're using and programming in general.