As Anonymous Monk said, simply type the following into the Command Prompt:

ppm install DateTime

It worked fine for me. Here is the output I got:

Downloading ActiveState Package Repository packlist...done
Updating ActiveState Package Repository database...done
Downloading http://ppm.tcool.org/ packlist...done
Syncing site PPM database with .packlists...done
Syncing perl PPM database with .packlists...done
Downloading DateTime-0.70...done
Downloading DateTime-Locale-0.45...done
Downloading DateTime-TimeZone-1.35...done
Downloading Math-Round-0.06...done
Downloading Class-Singleton-1.4...done
Downloading Class-Load-0.08...done
Unpacking DateTime-0.70...done
Unpacking DateTime-Locale-0.45...done
Unpacking DateTime-TimeZone-1.35...done
Unpacking Math-Round-0.06...done
Unpacking Class-Singleton-1.4...done
Unpacking Class-Load-0.08...done
Generating HTML for DateTime-0.70...done
Generating HTML for DateTime-Locale-0.45...done
Generating HTML for DateTime-TimeZone-1.35...done
Generating HTML for Math-Round-0.06...done
Generating HTML for Class-Singleton-1.4...done
Generating HTML for Class-Load-0.08...done
Updating files in site area...done
1389 files installed
[download]

If this doesn't work, I'm sorry to say I don't know what to tell you. You could use CPAN.pm or CPANPLUS, but I really don't like using them.