Hmmm.... I'm unable to access the ftp://cpan.cse.msu.edu url. My suggestion is to reconfigure and select a bunch of cpan mirrors. This will allow for backup sources.

perl -MCPAN -e shell
cpan> o conf init
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I'm not sure why the mirror is still being used after you removed it. I believe the mirrow list is in the config file:

${HOME}/.cpan/sources/MIRRORED.BY
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You may want to try passive ftp. It didn't look like that was the problem but you could try by exporting this variable before you invoke the CPAN installer:

export FTP_PASSIVE=1
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