Depending on whether you have 5.8 or 5.6 run one of these commands. When you get the prompt to install the DLL install it somewhere in your path.
#5.8
C:\>ppm install http://crazyinsomniac.perlmonk.org/perl/ppm/5.8/Math-G
+MP.ppd
Installing package 'http://crazyinsomniac.perlmonk.org/perl/ppm/5.8/Ma
+th-GMP.ppd
'...
Error installing package 'http://crazyinsomniac.perlmonk.org/perl/ppm/
+5.8/Math-G
MP.ppd': Read a PPD for 'http://crazyinsomniac.perlmonk.org/perl/ppm/5
+.8/Math-GM
P.ppd', but it is not intended for this build of Perl (MSWin32-x86-mul
+ti-thread)
# OK so I don't run 5.8, and need to get the 5.6 ppd.....
C:\>ppm install http://crazyinsomniac.perlmonk.org/perl/ppm/Math-GMP.p
+pd
Installing package 'http://crazyinsomniac.perlmonk.org/perl/ppm/Math-G
+MP.ppd'...
Downloading http://crazyinsomniac.perlmonk.org/perl/ppm/Math-GMP-2.03.
+tar.gz ...
[snip]
C:\>
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