Well for a start, I installed Bundle::CPAN and they all installed except for IO::Zlib, which had exactly the same error:

ERROR: Cannot copy 'Zlib.pm' to 'blib\lib\IO\Zlib.pm': 
No such file or directory
[snip]
dmake.EXE:  Error code 130, while making 'pm_to_blib'
[snip]
Failed during this command:
 TOMHUGHES/IO-Zlib-1.09.tar.gz                : make NO
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