Running perl Makefile.PL will generate the appropriate makefile for use with nmake under ActiveState Perl.
Unfortunately, often CPAN modules requiring a C compiler fail to build although some do. Mostly failure is related to missing include files such as sys/types.h
Being frustrated with this I often use the perl that comes with cygwin, a Un*x like shell that runs on Windows. Most of the CPAN modules I tried install flawlessly using the CPAN shell. In addition to Perl 5.6.1 a 5.8.0-1 version is available as well.
Cygwin is free to use and can be found at: http://www.cygwin.com/
Hope this helps,
-gjb-
Comment on Re: nmake, CPAN and Modules not listed in PPM
Yep, i use the 5.8.0-1 with cygwin too and never had a single problem with it, well i mean to compile modules, when i try to code that's another matter :-)