This comes straight from the link you gave on CPAN.

If you're running ActivePerl (Win95/98/2K/NT/XP, Linux, Solaris) First, type ppm from a shell and see whether ActiveState's PPM repository has your module. If so, you can install it with ppm and you won't have to bother with any of the other steps here. You might be able to use the CPAN instructions from the "Unix or Linux" section above as well; give it a try. Otherwise, you'll have to follow the steps below. A. DECOMPRESS You can use the shareware Winzip ( http://www.winzip.com ) to decompress and unpack modules. B. UNPACK If you used WinZip, this was already done for you. C. BUILD Does the module require compilation (i.e. does it have files that end in .xs, .c, .h, .y, .cc, .cxx, or .C)? If it doesn't, go to INSTALL. If it does, life is now officially tough for you, because you have to compile the module yourself -- no easy feat on Windows. You'll need the nmake utility, available at ftp://ftp.microsoft.com/Softlib/MSLFILES/nmake15.exe D. INSTALL Copy the module into your Perl's lib directory. That'll be one of the directories you see when you type perl -e 'print "@INC"'

It appears once you have the module unzipped and built (if neccessary) CPAN tells you to simply copy the module to your library also. This has always been the way I have done it. I don't understand, are you pointing out I was doing it right or pointing out I was doing it wrong with refrences from CPAN saying I was doing it right?

Edit:

Or maybe saying I missed .xs file and therefore missed the build step?