After a little bit goooogling I found this

http://sial.org/howto/perl/life-with-cpan/
[download]

and I wrote

sudo perl -MCPAN -eshell
cpan> o conf make /usr/bin/make
cpan> o conf commit
[download]

And after this EVERYTHING SEEMS TO WORK FINE, and cpan is also working!! Great! For example installing Getopt::Long works fine

cpan> install Getop::Long

---snip---
  /usr/bin/make test -- OK
Running make install
Manifying blib/man3/Getopt::Long.3pm
Installing /System/Library/Perl/5.8.8/newgetopt.pl
Installing /System/Library/Perl/5.8.8/Getopt/Long.pm
Installing /usr/share/man/man3/Getopt::Long.3pm
Writing /System/Library/Perl/5.8.8/darwin-thread-multi-2level/auto/Get
+opt/Long/.packlist
Appending installation info to /System/Library/Perl/5.8.8/darwin-threa
+d-multi-2level/perllocal.pod
  /usr/bin/make install  -- OK
[download]

Thanks!