I am going to try to install the Math-GSL_CDM lib I found at: http://search.cpan.org/~leto/Math-GSL-0.07/lib/Math/GSL/CDF.pm

No - that's a wrong approach. That module is simply a component of Math::GSL-0.07 - and you need to install Math::GSL-0.07 in it's entirety, by either building it from source, or installing a suitable binary build (such as the Windows ppm package I've mentioned elsewhere.)

Cheers,
Rob