The Tutorials section has Modules: Hot to Create, Install and Use, which should bring you closer to your goal.

Basically, you have to decide which Perl will be your "development Perl". I recommend not to use the Perl that came with your operating system (Perl 5.8.6), because system utilities might depend on the exact versions of modules installed there and breaking the system Perl might mean breaking those utilities too.

You can set up your path environment variable ($ENV{PATH}) so it finds the ActiveState Perl first or you can be explicit about which Perl to invoke by setting up an alias to ActiveState Perl (which is what I recommend).

Either way, you should then install the Perl modules by using the ActiveState Perl so the modules get installed to ActiveState Perl and not your system Perl:

/usr/local/ActivePerl-5.8/bin/perl -v
# should print 5.8.8
sudo /usr/local/ActivePerl-5.8/bin/perl -MCPAN -eshell
# will then install to your AS Perl
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A quick check to see whether a module is installed for a version of Perl is:

perl -MDateTime -e1
# or more general
perl -MSome::Module::Name -e1
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If that runs without a failure, DateTime (or Some::Module::Name) is installed.

Evidently. You did say you installed one of them yourself.

Has DateTime arrived at the right place?

Whichever perl version is invoked when you do this:

 sudo perl
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While I'd personally like to upgrade to 5.8.8, it's not that big an issue for me (this is just my own laptop I'm talking about), I'm content with the version the came with this release of macosx (it handles my needs for doing code development), and I'll look forward to having a newer perl with the next OS upgrade.

Contrary to one of the earlier replies, I have no qualms at all about installing modules liberally using the perl 5.8.6 that came with the OS. Adding totally new non-core modules will obviously have no impact on any existing scripts; the risk that upgrades to pre-installed modules might break something is unlikely to the point of being a non-issue (though I seldom find a compelling need to install such upgrades for laptop use).

You should check to make sure that the perl used in your "sudo" environment is the same one you use for normal development and processing. (If you're doing web development with apache on the mac, be sure that apache uses that same version of perl as well.) Use shell interaction to work that out ("find", "locate", "which", "type", "mv", "rm", edit your personal .bashrc if necessary, and so on). Don't use "Finder" for this stuff -- it sucks.

I can't think of any good reason to use two distinct versions on the one machine (it can be done, but the extra complications would be hard to justify). YMMV.

Update: I should also mention that I do a lot of development on my macosx laptop (using 5.8.6) for scripts that are meant for production use on freebsd (which is using 5.8.8 now). So long as the development machine and the production machine have the same non-core modules installed, there has never been any problem with portability.

At worst, I might need to twiddle a path or two in @INC, for modules that I installed as a non-root user on the freebsd system; though it will usually suffice just to make sure my shell PATH and PERLLIB environment variables are properly tailored to each location.

bruce:0:~/tmp $ type perl
perl is /usr/bin/perl
bruce:0:~/tmp $ ls -l /usr/bin/perl
-rwxr-xr-x   1 root  wheel  43444 Nov 16  2006 /usr/bin/perl
bruce:0:~/tmp $ perl -v

This is perl, v5.8.6 built for darwin-thread-multi-2level
(with 3 registered patches, see perl -V for more detail)
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It sounds like you have to change your PATH so that the ActiveState Perl is found before the default installation of Perl.

I can't tell you where ActiveState Perl is installed but I would start with /usr/local/ActiveState/bin/perl judging by the location of the DateTime module.

You could use the find command, i.e.  find /usr -name perl