Thanks Rob.

Based on your hint, I found the problem and fixed.
Post my solution here for sharing.

Cause: firewall/proxy issue
Fix: Read http://aspn.activestate.com/ASPN/docs/ActivePerl/5.8/faq/ActivePerl-faq2.html
Especially, this part: you must include "http://"

BTW, I found that I could use the newest repository URL http://ppm4.activestate.com/MSWin32-x86/5.8/820/ (come with Perl 5.8.8) for my Perl 5.8.3.

Thanks
PerlSearcher