Sounds like you need to have "RRDs" module installed, whatever that is. (From the output you pasted.)

RRDs is part of the RRDtool distribution. Or at least it should be. Indded on the Gentoo machine if I type

man RRDs
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I get its documentation, while on the Debian one, I don't, so i guess that for some reason it wasn't installed.

Did you click yes when prompted, and then that didn't work? Maybe you need to install "RRDs" manually, rather than let this script help you like it wants to.

Actually I couldn't click anything for as soon as the prompt appeared, it didn't give me the time to select an option, but it silently went on instead. I guess that something wrong happened here:

Do you want me to install it for you right now ([y]/n)?Can't open INST
+ALLDIRS=si
                                                          ^^^^^^^^^^^^
+^^^^^^^^^^
                                                          ^^^^^^^^^^^^
+^^^^^^^^^^
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Please note that I have

cpan> o conf prerequisites_policy
    prerequisites_policy ask
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set, so I should be prompted...