I can get to the ActiveState web-site and download the Perl MSI package since port 80 is allowed through the firewall, but the port that ppm() uses was blocked, so I couldn't get any CPAN modules.

In my experience the port ppm uses is 80.

Perhaps in reality 80 is blocked but the browser is condigured to use a proxy.

To get ppm to use the proxy try the following at the command prompt before you run it:

SET http_proxy=http://myproxy.example.com:3128
[download]

(Obviously use the hostname and port of your proxy).