This fixes the problem for me. Do a: 
export FTP_PASSIVE=1

[download]
before starting the CPAN shell. From the Net::FTP documentation:

Passive - If set to a non-zero value then all data transfers will be done using passive mode. This is not usually required except for some dumb servers, and some firewall configurations. This can also be set by the environment variable FTP_PASSIVE.

Liz

In reply to Re: Problems accessing CPAN with the shell by liz
in thread Problems accessing CPAN with the shell by Kjetil

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