If you are using ActiveState perl, use ppm. Recently though, I installed a module that failed all of its tests on Windows (which is why there was no ppd and I could not use ppm), but the module itself worked fine. I emailed the author about the tests, and we're making an effort to get it to pass on Windows. I don't use CPAN.pm or CPANPLUS.pm on Windows though, instead I use nmake.exe, and this works fine (for modules that don't need to be compiled since I don't have a compiler on windows).