I have had a similar problem. It's due to the somewhat broken File Transfer Protocol. If you set the environment variable FTP_PASSIVE to 1 and then run cpan things should work better for you. In the bash shell this looks like:
export FTP_PASSIVE=1
perl -MCPAN -e shell

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In reply to Re^2: When will CPAN.pm just work? by superfrink
in thread When will CPAN.pm just work? by gunzip

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