I´ve tried:

D:\documents and settings\r330293>ppm-shell
ppm 4.05 (ActivePerl 1005)
Copyright (C) 2009 ActiveState Software Inc.  All rights reserved.
ppm> update PAR
Downloading ActiveState Package Repository packlist...done
Updating ActiveState Package Repository database...done
*** no upgrades available for PAR ***
[download]

and

D:\documents and settings\r330293>perl -MCPAN -e shell
Set up gcc environment - 3.4.5 (mingw-vista special r3)

cpan shell -- CPAN exploration and modules installation (v1.9205)
ReadLine support enabled

cpan> install PAR
Going to read D:\Perl\cpan\Metadata
  Database was generated on Wed, 11 Nov 2009 23:27:09 GMT
Fetching with LWP:
  http://ppm.activestate.com/CPAN/authors/01mailrc.txt.gz
Going to read D:\Perl\cpan\sources\authors\01mailrc.txt.gz
......................................................................
+......DONE
Fetching with LWP:
  http://ppm.activestate.com/CPAN/modules/02packages.details.txt.gz
Going to read D:\Perl\cpan\sources\modules\02packages.details.txt.gz
  Database was generated on Tue, 24 Nov 2009 23:27:16 GMT
...............
  New CPAN.pm version (v1.9402) available.
  [Currently running version is v1.9205]
  You might want to try
    install CPAN
    reload cpan
  to both upgrade CPAN.pm and run the new version without leaving
  the current session.


.............................................................DONE
Fetching with LWP:
  http://ppm.activestate.com/CPAN/modules/03modlist.data.gz
Going to read D:\Perl\cpan\sources\modules\03modlist.data.gz
......................................................................
+......DONE
Going to write D:\Perl\cpan\Metadata
PAR is up to date (0.994).
[download]

My version of Perl is:

D:\documents and settings\r330293>perl -V
Set up gcc environment - 3.4.5 (mingw-vista special r3)
Summary of my perl5 (revision 5 version 10 subversion 0) configuration
+:
[download]

Thanks!!