Ok. Installed Tk-804.028_501.tar, extracted it.

Where did you get it from ? If it's from CPAN, then you've probably grabbed the Tk source - which would need to be compiled. Probably easier at this stage to persevere with ppm.
While connected to the internet, try this command:

ppm install http://www.bribes.org/perl/ppm/Tk.ppd
[download]

or, for the latest developer release:

ppm install http://www.bribes.org/perl/ppm/Tk_.ppd
[download]

If those commands fail, see ActivePerl-faq2.html in your perl/html/faq folder. (See especially the section "PPM, Proxies and Firewalls" near the end of that document.)

If you really do want to build Tk from source, then first run ppm install MinGW to give you a compiler and make utility. Then you should be ready to build and install Tk from source.

Cheers,
Rob