There are a few C compilers for Windows available for download - Mingw, Borland etc., or you can use gcc under a Cygwin environment, which is probably safest as that's the 'standard' compiler in the Perl world. I'm afraid I haven't tried compiling any CPAN modules with these, so I can't report as to their effectiveness, but failing finding a PPM at Activestate, they're probably your best hope.