I know exactly what you're going through. I've had monsterous difficulty installing CPAN modules under Windows. Let's face it, Perl was designed to run on unix, and while it can be used on a Windows box, it's still primarily a unix beast.
That said, I think I've found an answer for you. Try
this node. Hope it helps.
-Logan
"What do I want? I'm an American. I want more."