You can download all of the stuff you think you need to install and change the URLlist to use local file:// paths:

file://localhost/whatever/ftp/pub/CPAN/
    or
file:///home/ftp/pub/CPAN/
[download]

Something like 'o conf urllist push file://blahblah' should work.

Just go to CPAN through your web browser and grab the files you want to install.