Math::Random has a binary (compiled) component as well as the .pm file. It's this file (Random.dll) that it isn't finding. Did you install with PPM or CPAN.PM or just copy the .pm file?
Examine what is said, not who speaks.
"Efficiency is intelligent laziness." -David Dunham
"Think for yourself!" - Abigail
"Memory, processor, disk in that order on the hardware side. Algorithm, algorithm, algorithm on the code side." - tachyon
Comment on Re: "can't locate loadable object for module" error