Perl usually contains a CPAN client which is used to install modules. You could use third-party-packed-modules, but might not get the newest version of a CPAN module.
Look through the ActivePerl start menu options for a CPAN client, I'm pretty sure there is one. If it's a command line (text) client, just type "install RPC::XML::Client" to get your module.
CPAN not only knows about (and handles) dependencies, but also knows which other modules life in any downloadable module and selects the right one.