I installed that module fine when I entered

PPM install http://www.roth.net/perl/packages/win32-daemon.ppd
[download]

in the command prompt.

Based on the second error I think the problem may be firewall/proxy related. Without knowing all the details I suggest looking at "How do I run PPM?" and "PPM, Proxies and Firewalls" in the ActiveState(ActivePerl) Users Guide.