There are very good reasons for the compilation failures you are seeing.

• mod_perl (and most other Apache modules for that matter) requires that the source for Apache be available. Neither Fedora or Mac OS X install the source, so your failure will be quick.
• DBD::mysql pretty much requires you to download and install by hand rather than using CPAN. Several environment variables need to set for the compile to complete. DBD::Oracle can have similar problems as well.
• HTML::Mason should be just fine on Fedora and I have it installed now. I did have some issues when it tried to install libapreq, which requires an Apache 1.3.xx to be installed. With Mac OS X, I think the problems I encountered involved libapreq, which requires the Apache source code to compile and install.

Overall, these problems are fairly common with many Apache or database related modules. Many of the issues with a mod_perl install are clearly spelled out on the mod_perl website, and several articles on Perl.com as well. I hate to say RTFM, but...

I'm sorry that you feel that your experience with Perl has been difficult. There are several places, such as this site, on the Internet that will gladly help with Perl related problems. Honestly, a simple question with the compiler failure will often get a quick answer to your problems, since many here have had to deal with the same issues, or the authors themselves may be hanging around. Hopefully, you won't give up on Perl, and instead give Perl Monks a chance.