While ppm is a good tool and you should certainly learn about it, it has its failings. Activestate is *not* in sync with CPAN and some modules never make it there (particularly ones whose install process requires a human being to answer questions). You can find some of those on other repositories, but even so there are gaps.

If you use ActivePerl like the OP and have Visual C or you use Cygwin Perl and have gcc, you can compile your own modules just like on *nix -- either use CPAN or CPANPLUS or do manual installs saying the mantra with an extra n (perl Makefile.PL, nmake, nmake test, nmake install). This will work for most modules.

For pure perl modules you can do a manual install with just nmake.exe (available for free) even if you don't have a C compiler.