I'm using cygwin and had the same problem. Yes it's an external library. I manage to get around this error after installing the Math library package called GMP. So for pure native Linux/Unix environment, it will need this RPM/DEB/Tarball installed.

Description about gmp package: GMP is a free library for arbitrary precision arithmetic

In reply to Re^4: Math::BigInt: couldn't load specified math lib(s), fallback to Math::BigInt::Calc at /usr/lib/perl5/site_perl/5.8.8/Crypt/DH.pm line 6 by Anonymous Monk
in thread Math::BigInt: couldn't load specified math lib(s), fallback to Math::BigInt::Calc at /usr/lib/perl5/site_perl/5.8.8/Crypt/DH.pm line 6 by sugarboy

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