My approach is to create a bundle module which lists all the modules to be installed, and then to install that bundle through CPAN:

package Bundle::WWW::Mechanize::Shell;

$VERSION = '0.29';

1;

__END__

=head1 NAME

Bundle::WWW::Mechanize::Shell - install all optional modules for WWW::
+Mechanize::Shell

=head1 SYNOPSIS

cpan Bundle::WWW::Mechanize::Shell

=head1 CONTENTS

WWW::Mechanize::Shell

Test::Inline - for extended testing

Pod::Constants - for the online help

...
[download]

A different approach is to package your application as a CPAN distribution as well, and have it list all the required modules as prerequisites as well.