Are you using ActivePerl? If so, why not just install DBM::Deep from the PPM? (As DBM-Deep) Recent ActivePerl releases include PPM v4, which is GUI based :)
Ahhh ... now I get it. Yes, aren't you using ActivePerl? If so, use ppm to install whatever module you need/want. If not, what version of perl are you using? Strawberry? Indigo? Cygwin?