Here is the message from starting CPAN:

C:\PXPerl\bin>cpan
CPAN: File::HomeDir loaded ok
Sorry, we have to rerun the configuration dialog for CPAN.pm due to
the following indispensable but missing parameters:

mbuild_arg, mbuild_install_arg, mbuildpl_arg


The next questions deal with Module::Build support.

A Build.PL is run by perl in a separate process. Likewise we run
'./Build' and './Build install' in separate processes. If you have any
parameters you want to pass to the calls, please specify them here.

Parameters for the 'perl Build.PL' command?
Typical frequently used settings:

    --install_base /home/xxx             # different installation dire
+ctory

Your choice:  []
Parameters for the './Build' command?
Setting might be:

    --extra_linker_flags -L/usr/foo/lib  # non-standard library locati
+on

Your choice:  []
Parameters for the './Build install' command?
Typical frequently used setting:

    --uninst 1                           # uninstall conflicting files

Your choice:  []


Please remember to call 'o conf commit' to make the config permanent!


cpan shell -- CPAN exploration and modules installation (v1.8801)
ReadLine support enabled


Can't ioctl TIOCGETP: Unknown error
Consider installing Term::ReadKey from CPAN site nearby
        at http://www.perl.com/CPAN
Or use
        perl -MCPAN -e shell
to reach CPAN. Falling back to 'stty'.
        If you do not want to see this warning, set PERL_READLINE_NOWA
+RN
in your environment.
stty gjenkjennes ikke som en intern eller ekstern kommando,
kjørbart program eller satsvis fil. (stty is not a command, translatio
+n from Norwegian)
Cannot call `stty': No such file or directory at C:\PXPerl\site\lib/Te
+rm/ReadLin
e/readline.pm line 1741.
[download]

I then try to run install Term::ReadKey as the error said:

cpan[1]> install Term::ReadKey
CPAN: Storable loaded ok
Going to read C:\PXPerl\.cpan\Metadata
  Database was generated on Wed, 04 Oct 2006 16:39:37 GMT
Running install for module Term::ReadKey
Running make for J/JS/JSTOWE/TermReadKey-2.30.tar.gz

  CPAN: checksum security checks disabled because Digest::SHA not inst
+alled.
  Please consider installing the Digest::SHA module.

Scanning cache C:\PXPerl\.cpan\build for sizes
CPAN: Compress::Zlib loaded ok
CPAN: Archive::Tar loaded ok
TermReadKey-2.30/
TermReadKey-2.30/genchars.pl
TermReadKey-2.30/Makefile.PL
TermReadKey-2.30/Configure.pm
TermReadKey-2.30/test.pl
TermReadKey-2.30/ReadKey.pm
TermReadKey-2.30/META.yml
TermReadKey-2.30/ReadKey.xs
TermReadKey-2.30/ppport.h
TermReadKey-2.30/MANIFEST
TermReadKey-2.30/README
Removing previously used C:\PXPerl\.cpan\build\TermReadKey-2.30

  CPAN.pm: Going to build J/JS/JSTOWE/TermReadKey-2.30.tar.gz

Checking if your kit is complete...
Looks good
Writing Makefile for Term::ReadKey
CPAN: YAML loaded ok

Microsoft (R) Program Maintenance Utility   Version 1.50
Copyright (c) Microsoft Corp 1988-94. All rights reserved.

cp ReadKey.pm blib\lib\Term/ReadKey.pm
AutoSplitting blib\lib\Term/ReadKey.pm (blib\lib\auto\Term\ReadKey)
        C:\PXPerl\bin\perl.exe -IC:\PXPerl\lib genchars.pl

Writing termio/termios section of cchars.h... Done.
Checking for sgtty...
        Sgtty NOT found.
Writing sgtty section of cchars.h... Done.
        C:\PXPerl\bin\perl.exe C:\PXPerl\lib\ExtUtils/xsubpp -noprotot
+ypes -type
map C:\PXPerl\lib\ExtUtils\typemap  ReadKey.xs > ReadKey.xsc && C:\PXP
+erl\bin\pe
rl.exe -MExtUtils::Command -e mv ReadKey.xsc ReadKey.c
        gcc -c    -g -O3 -W3 -fno-strict-aliasing -DWIN32 -D_CONSOLE -
+DNO_STRICT
 -DHAVE_DES_FCRYPT -DPERL_IMPLICIT_CONTEXT -DPERL_IMPLICIT_SYS -DUSE_P
+ERLIO -DPE
RL_MSVCRT_READFIX -IC:\mingw\include     -DVERSION=\"2.30\"  -DXS_VERS
+ION=\"2.30
\" -DHASATTRIBUTE "-IC:\PXPerl\lib\CORE"   ReadKey.c
In file included from C:/PXPerl/lib/CORE/win32thread.h:4,
                 from C:/PXPerl/lib/CORE/perl.h:2306,
                 from ReadKey.xs:4:
C:/PXPerl/lib/CORE/win32.h:243: error: redefinition of typedef 'intptr
+_t'
C:/mingw/include/stdint.h:60: error: previous declaration of 'intptr_t
+' was here

C:/PXPerl/lib/CORE/win32.h:248: error: redefinition of typedef 'uintpt
+r_t'
C:/mingw/include/stdint.h:61: error: previous declaration of 'uintptr_
+t' was her
e
NMAKE : fatal error U1077: 'C:\WINDOWS\system32\cmd.exe' : return code
+ '0x1'
Stop.
  nmake  -- NOT OK
Running make test
  Can't test without successful make
Running make install
  make had returned bad status, install seems impossible
Failed during this command:
  JSTOWE/TermReadKey-2.30.tar.gz               : make NO


cpan[2]>
[download]

This is why I didn't post all the messages, I figured I just forgot to install some basic stuff for compiling.

Anders, Norway