update: lots of whining snipped out here.

Thank you. And Smylers. After quite a lot of headbanging, and with your help, I've got something that seems to work.

I can't use this:

    depend => { all => 'example_data'  }
[download]

because it creates a single-colon rule for 'all' and there is already a double-colon rule for 'all' (and for 'test', and 'install'). The answer is to intercept the double-colon rule and prepend the extra dependency. It's ugly, but it works. The same technique is used in the Template Toolkit (ie I nicked it from there), and if it's good enough for TT...

This is what I've added to the usual Makefile.PL:

package MY;

sub postamble {
      return <<"EOF";
data:
\tperl ./useful/makedb.pl

EOF
}

sub test {
    my $class = shift;
    my $makefragment = $class->SUPER::test(@_);
    $makefragment =~ s/^(test ::)/$1 data/m;
    return $makefragment;
}

sub install {
    my $class = shift;
    my $makefragment = $class->SUPER::install(@_);
    $makefragment =~ s/^(install ::)/$1 data/m;
    return $makefragment;
}
[download]

The 'data' target just invokes an external script, as you can see. Cleaner that way, and easier for people to edit.

Thanks for your help.