in reply to XML::Atom::Feed for Win32
Maybe because the package is actually XML::Atom and XML::Atom::Feed is a "sub module"?
When I search http://ppm.activestate.com (which I assume you're using Activestate based on the repositories), for XML::Atom::Feed, I get nothing: http://code.activestate.com/ppm/search:XML-Atom-Feed/.
However, when I search for XML::Atom, I get the hit which seems to be the same (based on version) as CPAN: http://code.activestate.com/ppm/search:XML-Atom/
The cpan client is less finicky and although I haven't tried it, I venture a guess it would work for me as I have the same setup as marto describes in his reply above. And I've seen posts in the Monastery saying Activestate has a CPAN client, so even if you're not on Strawberry, his command should work.