The first method that I would suggest using is the Perl package management component that came with the Perl distro that you're using, such as PPM for ActiveState Perl. Those will usually pick up and install the required modules for you. Also, you'll probably get versions of the modules that have been tested on that Perl distribution.
The second method is to install directly from CPAN directly using the CPAN module. To do this, start a command prompt and run perl -MCPAN -e shell to get into the CPAN shell. From there, use the install command to install a module by name (for examples: install Chart::Clicker). I can't remember if that method will try to grab and install any required modules first.
(NOTE: I believe that this works primarily for modules that are pure Perl. Those that need to be compiled, such as Inline and XS based modules, might not work, especially if you don't have a compiler installed. I believe, but could be wrong, that you're more likely to hit this compiler issue on Windows than on *nix operating systems.)
Lastly, if you really need to manually download and manually install, here's what I'd suggest to do. Download the module's tarball and extract out the contents. In a text editor, open the makefile.pl file (or meta.yml file). It will have a list of what modules are required, including the specific version numbers. If you know that you don't have some of those modules already installed, you'll know what to install first. Of course, you'll need to reiterate this process again for each required module or you'll end up working off of install error messages as you're currently doing.
Perhaps others may know of less painful methods, but these are the methods that I have personally used.
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