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
[download]

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
[download]

If that runs without a failure, DateTime (or Some::Module::Name) is installed.