Well, I'd go even further:

• don't expect (at all) that .so files can go from one operating system to another: object files change format between operating systems (it's COFF in some UNIces, a.out in others, PE in Win32, ELF in most linuxen/BSD, etc), for starters;
• don't expect even that .so files can go from one version of one OS to another: it's possible that they depend on the installation of different versions of the kernel or some userspace libraries;
• actually, don't expect also that .so files can go from one installation of one version of one OS to another: it's possible that they depend on some userspace libraries that weren't installed.
• The installation process of a module (be it by ActiveState PPM or by CPAN or CPAN+) can put configuration files on each computer or have some other collateral effects needed for the operation of the module.

All that said, in the specific case of Net::SFTP and Net::SSH::Perl, if I were you, I would use Inline::Module -- because apparently they are both pure perl modules and it will nicely tuck them into the .pmc file of your module, that you can then distribute between your machines...