Instead of

cpan Win32::IE::Mechanize
[download]

try

perl -MCPAN -e shell
cpan>force install Win32::IE::Mechanize
[download]

or if you prefer the cpan command:

cpan
cpan>force install Win32::IE::Mechanize
[download]

or if you like the cpan single invocation:

cpan -fi Win32::IE::Mechanize
[download]