The Paths in this are correct, I haven't hit AutoLoader stuff much in the past, and I have always been able to add pm files to the right locations in our distro and have no issues. This one is weird, and like others in the past I copied the source from CPAN and placed it in the package location in IO/Socket, I can't seem to find more about the error though.
That is not the proper way to install modules.
See
http://search.cpan.org/src/UMEMOTO/Socket6-0.19/README A Guide to Installing Modules A guide to installing modules for Win32