So I created a pl file named dene.pl (after successfully installing the inline module)

How did you install Inline::C ? It would be better that you install it by building from source, rather than using PPM.

If you did build it from source, then you should have got the same error (a number of times) when 'nmake test' was being run. It seems you can get good milage out of VC9 with ActivePerl, but you will probably need to do the following if you're running perl 5.8.x:
1) Update ExtUtils::MakeMaker to version 6.42_01;
2) Change the 'ccversion' entry in Config_heavy.pl to whatever version is reported when you run 'cl'.

To test that your compilation environment is set up correctly, try installing a perl extension (such as Math::FFT). Inline::C errors are sometimes not very helpful when it comes to diagnosing problems with the compilation environment.

Cheers,
Rob