Another issue could that the site(s) that you are trying to reach is not up. If you are using an internal repository, for example, make sure that the site is up and available.

In cpan, if you issue the command o conf you should see an option that says urllist. These are the repositories that cpan will attempt to download from. If you can get to these sites manually, try using your browser, then it is a problem with the way cpan is configured.

One more potential problem is that if there is a proxy between you and the repository, you will need to change your cpan configuration to tell there is a proxy.