I am not at all a pro with ActiveState. In fact, I don't even use windows for perl programming. Now that we have that out of the way:

openssl is required for Crypt::SSLeay to work. You can build it with pretty much any WIN32 C compiler, although some editing may be required.

Of course, there's a note within the module's pod:

[!!! NOTE for Win32 users, few people seem to be able to build
  W  Crypt::SSLeay successfully on that platform.  You don't need
  I  to because ActiveState has already compiled it for you,
  N  and is available for their perl builds 618 & 522 as a ppm
  3  install.  It may also be available for their latest build.
  2  For problems with this, please contact ActiveState.
  !!!          Please see http://www.activestate.com/
[download]

As luck would have it, having looked to see if there's a ppm available, I discovered that there isn't. :-/

Update: Using the oracle, I've found a place that offers a Crypt::SSLeay ppm and it is available through this link provided in this post.

Hope this helps.

antirice    
The first rule of Perl club is - use Perl
The ith rule of Perl club is - follow rule i - 1 for i > 1