In addition to ActivePerl-faq2.html, you might also wish to consult holli's A guide to installing modules for Win32, which has instructions for getting around proxies and creating local repositories.
These nodes may also be useful:
A Practical Guide to Compiling C based Modules under ActiveState using Microsoft C++
HTH,
In reply to Re^5: problem with installing Math::pari in windows
by planetscape
in thread problem with installing Math::pari in windows
by veeruch
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