Actually, if you install the MinGW and dmake packages from the default PPM repository for that install of ActivePerl, you'll be fine.

Here's a cut & paste from ActiveState's documentation on ActivePerl 5.14 (link to doc):

Building modules from source requires the following components:

Windows:

• Microsoft's nmake, which is available from: http://support.microsoft.com/default.aspx?scid=kb;en-us;Q132084, or dmake, which is available from http://search.cpan.org/dist/dmake.
• a C compiler (not required for 100% pure perl modules). Supported compilers are MicroSoft Visual C/C++ 6.0 and MinGW (gcc)

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