Thanks again for your fast reply!
It is hard to take your advice and install the files manually. It means to have less comfort while installing and even worse to do some error while installing files.
However I took your advice and copy the GMP.pm file into the Perl/lib/
Math Directory. After I test the installation, I get an error again. I hop this is the key to the answer:
D:\Perl\Module>perl -le"use Math::GMP;"
Can't locate loadable object for module Math::GMP in @INC (@INC contai
l\lib D:\perl\site D:/Perl/lib D:/Perl/site/lib .) at -e line 1
Compilation failed in require at -e line 1.
BEGIN failed--compilation aborted at -e line 1.
Interesting to mention: After copying the file "ppm Query Math" still doesn't find the module.