This is a Perl XS wrapper (C code) that uses the GNU MP library. First read Practical Guide to Compiling C-based modules under Win32 because your C compiler environment is screwed. You will know it is not FUBAR when you reduce your error messages to:

C:\Math-GMP-2.03>perl Makefile.PL
Checking if your kit is complete...
Looks good
Note (probably harmless): No library found for '-lgmp'
Writing Makefile for Math::GMP
[download]

At this stage we are missing the gmp library. This error is not harmless! GMP is not easy to compile on Win32. Go to http://www.cs.nyu.edu/exact/core/gmp/. You can get binaries for the .lib you will need here but they did not work for me. You will probably need to go the patch route, compile within VCC....

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