Anybody know how can I compile a some CPAN module under windows without ms visual studio?

Have somebody else do it for you? :]

PodMaster AKA crazyinsomniac has a repository of his own compiled modules, for ActivePerl and compatible — like IndigoPerl. Check it out at http://crazyinsomniac.perlmonk.org/perl/ppm/. Read also what else he writes there: if there is an interesting module (= not just for you) that is indeed missing a binary distribution, and that needs one, he might just make one. crazyinsomniac++ !