Hi yusy,
How did you install Crypt::SSLeay ?
If you installed from the uwinnipeg rep (using PPM) then I think you should have been prompted to install the dll's (as part of the 'ppm install' process). Accepting the offer to install the dll's should then fix your problem.

So ... try re-running ppm install http://cpan.uwinnipeg.ca/PPMPackages/10xx/Crypt-SSLeay.ppd only this time also take up the offer to have the the dll's installed. (You may find that you first need to run ppm remove Crypt-SSLeay before you can successfully re-run the install.)

If I'm "way off" in my assumptions, then it would be best if you could provide details of what you actually did to install Crypt-SSLeay.

Cheers,
Rob