Basically, the problem is what the error says. The module can't find that file, so it can't load it. The makefile for this module is a bit strange, and it puts things in strange places.

Normally I avoid messing directly with a Makefile.PL, but in this case I had to. If you look at the code in Makefile.PL, you'll see they try to play games with the various libs where things are installed. Depending on where you run the install and how your system is configured, it may or may not put things in the correct place.

My solution was to modify the $LIBS variable they set at the top of the Makefile.PL. The original looks like:

my $LIBS = '-L./lib -L. -lpfpro -lMSVCRT ';
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I changed it to:

my $libdir = "/dir/to/install/stuff";
my $LIBS = "-L$libdir -lpfpro -lMSVCRT ";
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Assuming that directory exists and you can write to it, you can follow through the rest of the file and make these changes:

< mkdir("lib",0744);
---
> # mkdir("lib",0744);

<     copy("../lib/$file","lib/$file");
---
>     copy("../lib/$file","$libdir/$file");

<     chmod($m,"lib/$file");
<     if ( !(-e "lib/$file") ) {
---
>     chmod($m,"$libdir/$file");
>     if ( !(-e "$libdir/$file") ) {
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I admit this is less than elegant, but I couldn't figure out what they were trying to do and this got things working for me.

Good luck.