GTH, you may find that your headaches are just beginning (I am on WIN32-ActiveState 5.8). Unfortunately, not all of the modules you download may build cleanly using Nmake.exe. That being said. Here is the link where you can get the free utility you need.
NMAKE.EXE Make sure you install it in a path that is already set in your environment. I put mine in /perl/bin. Good luck buddy :)!
JamesNC