If you really want that, you can just install perl 5.8.6 on the knoppix system before installing the modules. Compiling perl is fast enough with today's machines. The only problem is space, you might not have enough memory to store the whole build and install tree of perl in addition to the memory you'd need for the live system and the crunching anyway. In that case, you'll either have to create a swap file for the live system (so that the ram file system it uses can grow in the swap), or build and install perl on a harddisk filesystem.

As an info, the build tree of perl 5.8.6 is 103 M, the install tree is 45M on my machine. The recommended amount of memory for knoppix is 82 M if you start X, 20 M if you start text mode only.

I've checked gentoo (not a live system, but a normal distrib), and they only have 5.8.4 yet.

As a sidenote: you could try installing activeperl on your windows box. It's not difficult.