Have you tried using the CPAN shell? I'd preferred doing it by hand until I realized that migrating the modules not installed with the CPAN shell are gonna be a pain. Besides, if the CPAN shell doesn't work, you can always go into the directory and install the downloaded modules manually. You can use the shell like so:

# perl -MCPAN -e shell
....
cpan> install Expect
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I was able to do so (install Expect.pm) on my Solaris box without a problem. The shell should figure out dependencies and install them as needed; the default is to prompt you first.

If that doesn't work, I'd suggest looking first at which versions of make, ld, etc. as well as the patch level of the OS. Here's info on the machine I installed it on:

# uname -a
SunOS hostname 5.8 Generic_108528-21 sun4u sparc SUNW,Sun-Fire-880
# which ld; which make
/usr/ucb/ld
/usr/ccs/bin/make
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