The easiest, and least effort, is to "apt-get install" the apropriate Ubuntu package for the Perl module you want.

Gee, thats what the OP was trying to do, but apt-get doesn't pack all of CPAN, there doesn't seem to be a

libanyevent-mprpc-perl

and AnyEvent::MPRPC::Client is pure-perl

http://www.deepakg.com/prog/2009/01/cpan-modules-on-ubuntu-apt-get-vs-perl-mcpan/

sudo apt-get libanyevent-perl

sudo cpan AnyEvent::MPRPC::Client