toolic hit the nail on the head. Here's a working Makefile.PL:

use ExtUtils::MakeMaker;

WriteMakefile(
                  NAME => 'PDL::IO::Grib',
                  EXE_FILES => ['GribView.pl'],
                  VERSION_FROM => 'Grib.pm',
                  DIR => ['Grib'],
                  dist => {COMPRESS => 'gzip -9f', SUFFIX=> 'gz'},
);
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