use cygwin and then you have a complete environment including the gcc compiler, X windows, the whole bit (or any subset).

http://www.cygwin.com

• download setup.exe and run it and follow the prompts
• you'll need to select some of the pkgs in addition to the default set, things like gcc, make, lynx, wget, perl, less, etc.
• once you've got the environment setup, you can run the CPAN.pm shell, and download and compile whatever modules you need

good luck!
donq