Some good suggestions in the earlier replies.
I use the technique Holli suggested of running a mini-repository of my own. I have a machine which I use for testing. I install new versions of modules on it using PPM. If a module tests out okay in our environment, we move a copy of it to the repository, then anyone can install it - but nobody developing for me is allowed to install from anywhere else.
Windows and CPAN can be difficult, but it is not impossible. There is another node here which talks about installing modules generally and it has some instructionson dealing with CPAN and C compilers on Windows. If you look ta the node Holli linked to you will find a link to the other node there somewhere.