According to the Configuration section of the documentation for the CPAN module, you can either push or shift a value into the list using the following syntax:

• o conf urllist push scheme://path/to/mirror (add to the end of the url list)
• o conf urllist shift scheme://path/to/mirror (add to the beginning of the url list)

So if you know a particular repository that is faster, you can change it for the session. You can also create your own local configuration, as answered in question 5 of the FAQ section of the same documentation, and have it use the URLs of the mirrors you prefer as well, thus making your changes permanent.

HTH....