Then the associated .dll needs to be in /yourperl/site/lib/auto/your/module.dll
That's what I thought, too ... until I discovered recently that the dll can go in, for example, /yourperl/site/lib/module.dll. The 'auto' is not needed, and the 'your' is not needed either. I've just double checked this by relocating perl/site/5.10.0/lib/auto/Math/GMP/GMP.dll to perl/site/5.10.0/lib/GMP.dll. There may be other alternative locations, too. I haven't checked.