Since you are using ActivePerl, I would recommend that you use their ppm (Perl Package Manager) program for the install rather than dealing with running make files, etc. I just looked on my system (version 5.10) and its in Active State repository. I think its also in Perl 5.8. Start ppm via the start menu or type "ppm" at command prompt.

I don't know if the D:\ was a typo or not, but run this from the C:\ drive where your Perl installation is.