It will not build so I just copied the .pm and .xs files into my perl lib folder

That'll be your problem. You haven't built the non-Perl part of the module. The .xs file is C code so unless you have a C compiler on your system (guessing Win32, although you didn't mention it) then that's not going to happen.

Your best bet is to use the PPM tool which comes with ActiveState Perl. The ActiveState repositories may not have a PPD for your module, but you can probably find one elsewhere on the internet (try googling for "rrds ppd").

I hope this helps!