PDL installations can be really nice when they run smoothly, but when they don't ... here be monsters. For future reference, and especially for others who read this post with their own PDL installation woes, the best place to post questions would be the PDL mailing list, which is perldl at jack.hawaii.edu WHERE you replace jack with jach.

Here's my diagnosis of your problem. I assume you're somewhat familiar with makefiles, though if not you can skip over this diagnosis. Your error message indicates that you have some target in your makefile that depends on Config.pm, but Config.pm does not have a make rule. (In my makefile, the Config.pm dependence actually creeps in through the CONFIGDEP variable.) This should never happen because the Config.pm file should ALWAYS be created when you run Makefile.PL. That leads me to believe that your CPAN install process somehow managed to bork this step, which seems odd, to say the least.

Hopefully a few manual commands will fix this. Try this at the CPAN prompt:

cpan> look PDL
# This will drop you into a shell
# where you can issue commands by hand:

shell> perl Makefile.PL
shell> make
[download]

If that goes well, you can finish with a couple more commands:

shell> make test
shell> make install
shell> exit
[download]

Post back and let me know what happens when you issue the initial two make commands.

David