Which version of nmake do you have? (Just type nmake, it's in the banner.)

Because if you have the ancient version that the cpan module insists on downloading, even if you have a later version available and in your path, but just not in some random selection of places they cpan authors decided to look, you'd best discard it and get a later one. (Or overwrite the old version with a copy of the new one if you already have it).