I do not know how much and how correctly installation process of binary distribution fills values for "Config.pm", but this must be one of your problems.

But most tough place in your case is gcc compiler. Why you can't build perl on Cygwin? I assure you that, at first, Perl can be easily built if your system tuned correctly and, at second, compilation of modules is often more problematic that compilation of perl itself.

Do you have gcc binary installed at all?

And as a last point, you insist that HTML::Parser must find perl at /usr/bin/perl. Is it new 5.8.0 version? Is it one where HTML::Parser will be installed?

Courage, the Cowardly Dog