nmake is freely downloadable.

perl -MCPAN -e shell; works for me (Win XP SP2) more often than not, for both ActiveState and Cygwin. Its manual/auto configure really isn't too hard; defaults do most of the work, and if you have specific questions, I'm sure someMonk can help you.

You might try crazyinsomniac's repository, or try one of these: ActiveState 5.8x | ActiveState 5.6x.

If you need *nix-like programs, I have a nice list.

holli's A guide to installing modules for Win32 and tachyon's A Practical Guide to Compiling C based Modules under ActiveState using Microsoft C++ are quite helpful also.

HTH,