If you are struggling with active state perl have you had a try of Strawberry Perl. I seem to have had a lot more success installing modules with strawberry than active state.
http://strawberryperl.com/
Hi. I use strawberryperl, and I have trouble installing this CPAN package. It does not come right out of the box.
The package has a readmefile for windowsusers:
http://cpansearch.perl.org/src/TURNSTEP/DBD-Pg-2.15.1/README.win32