bilogical's post was mainly about problems building the io_lib library in the MSYS shell using the MinGW port of the gcc compiler.
My post in the same thread provides a solution to that problem.
Once you've got io_lib installed, it should be plain sailing to install Bioperl. If that's not the case, then please supply details.
Details on how to install via ppm were also given by
rminner. That might be the easiest route to take.
Cheers,
Rob