If you want to control the process yourself remember that Makefile.PL is just perl so before the call to WriteMakefile do whatever you want: 

use ExtUtils::MakeMaker;

eval{require Some::Module};
if ($@) {
    my $reply = prompt("Some::Module not installed. Install (Y/n)", "Y
+");
    install("Some::Module") unless $reply =~ m/n/i;
}

sub install {
    my $module = shift;
    eval{require CPAN};
    die "Aaaaagh! $@\n" if $@;
    CPAN::Shell->install($module);
}

WriteMakefile(
    ...
);

[download]

Update: In line with grinders post changed to EUMM prompt routine.

In reply to Re: Asking a question in Makefile.PL by tachyon-II
in thread Asking a question in Makefile.PL by Anonymous Monk

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