My personal tips on building a module from scratch on Windows are these:

1. get and install MinGW C/C++ compiler set (from MinGW home page)
2. ensure you have a make utility handy
3. install the ExtUtils::FakeConfig module using the usual untar-and-make process
4. when running the perl Makefile.PL script for future module installations on your Win32 box always instruct it to use the Config_m.pm module created when you installed ExtUtils::FakeConfig like this: perl -MConfig_m Makefile.PL

Note that creating the makefile using the -MConfig_m option will result in a custom make file for your win32 environment and C compiler.

It's not easy, good luck, and grit your teeth and have the patience to sort out the process for yourself.

update for holly, I removed the extra manual line numbering!