Installing Perl modules is easy, especially if you've got root access.

CPAN modules follow a simple build protocol:

tar zxvf Module.tar.gz
cd Module
perl Makefile.PL
make
make test
make install

if you prefer not working as root (and no one sensible does!), I highly recommend installing sudo, which will let execute single commands as root.

Following this way of doing it has the additional benefit of making sure that you have all the modules you need to use the one you're installing - you'll get a warning from the perl Makefile.PL about it.

As was mentioned, though, using CPAN.pm makes it much simpler; CPAN.pm will automagically grab anything else you need as a prerequisite and install it too. Once you've gone through the process of initializing CPAN.pm once (I recommend using the http: CPAN mirrors, by the way, as they tend to be faster to access), you can do things like this:

sudo perl -MCPAN -e'install Some::Module'

and have CPAN.pm sort it all out for you.