Thanks for the response. Installing Math::Pari was part of a larger problem, namely how to get Net::SFTP to compile for ActiveState.
Net::SFTP needs Net::SSH::Perl in order to compile. ActiveState have not yet (as of 31/01/05) made this module available via ppm, so the only way to get it is to compile it manually.
A number of the pre-reqs require a C Compiler, and despite reading all the advice I could find on this website, I couldn't get the compiler to successfully compile CPAN modules (probably more due to my skills than the advice) :)
Eventually, I found the following link:
www.soulcage.net
The author of this site has written Net::SSH::W32Perl, a ppm module that downloads Net::SSH::Perl automatically. Once I had got this installed, Net::SFTP compiled. Problem solved.
Full marks to the guy who maintains this site. I imagine it has dug quite a few Windows users out of a whole.
My recommendation to anyone using this is to pay extra attention to the install notes. I actually had to uninstall Perl and delete the Perl directory under Program Files, reinstall Perl and download the ppm module before it would work.