Yeah, something appears to be broken with your cpan config.
I'd try switching to cpanp, and if that doesn't work (not likely), I would install every prerequisite manually.
It's very strange though. I have tried installing it both through Cygwin's Perl and through Strawberry perl (completely clearing the other perl off my system when trying), and both fail at the same place, Net::SSLeay.
I'm trying cpanp now. I'll let you guys know how it turns out. Thanks for all the help.
Edit: CpanP failed to install.
Running make install
make test had returned bad status, won't install without force
Failed during this command:
GAAS/Digest-MD5-2.38.tar.gz : make NO
AUDREYT/Module-Signature-0.55.tar.gz : writemakefile NO 'C:\s
+trawberry\
perl\bin\perl.exe Makefile.PL' returned status 65280
JDB/Win32-Process-0.14.tar.gz : make NO
RSOD/IPC-Run-0.80.tar.gz : make_test NO
JDB/Win32-Registry-0.10.tar.gz : make NO
OLAF/Net-DNS-0.63.tar.gz : make NO
KANE/Archive-Extract-0.28.tar.gz : make_test NO