You must use same compiler to build extensions.

So in your case you should either install MSVC++ (ActiveState builds with MSVC++), edit your config.pm to reflect your installation.
Or just install precompiled ActiveState's module if this exists.

Another way is to build entire perl with Borland C++, which is supported and tested, but then you will be doomed to recompile all other extensions with Borland, but I would not recommend this way, because it's not easy.
(I did so in the past but proved to myself that number of problems is greater than number of benefits, and yet it ~20%-30% slower!).

Best wishes.