Just to set the record straight: You don't have to give up PPM just because you're using Linux. ActiveState makes a distro for Linux, too, and PPM works fine -- for the modules available to it anyway. As a bonus, you get your HTML docs updated automatically whenever PPM installs a new module, just as in Windows.

Now, having said that, I have to confess that I will probably abandon ActiveState next time I redo my Linux box, just to have the entire range of modules available via a single interface (CPAN). I have done mix-and-match installations under ASPerl, but it's not as tidy a solution as I'd like.