The file expat-2.0.1_1.darwin_10.x86_64.tbz2 does seem to include the libraries that XML::Parser is looking for, so it's most likely that Makefile.PL is just looking in the wrong place. Note that it should have also displayed this message:

If expat is installed, but in a non-standard directory, then use the
following options to Makefile.PL:
 
    EXPATLIBPATH=...  To set the directory in which to find libexpat
 
    EXPATINCPATH=...  To set the directory in which to find expat.h
 
For example:
 
    perl Makefile.PL EXPATLIBPATH=/home/me/lib EXPATINCPATH=/home/me/i
+nclude
[download]

So, based on the structure in the tarball, you could try: