Which distribution and version of Perl are you using? Based on some info in your post, it kind of looks like you are using ActiveState's 64-bit ActivePerl 5.16.1.
For 32-bit ActivePerl, I would suggest using PPM to install mingw and dmake. Once those are installed, you can install PAR::Packer directly from cpan (i.e.: cpan install PAR:Packer). For 64-bit ActivePerl, you can also use PPM to install mingw and dmake. However, I think that there's one more gotcha step after that, but can't remember what was the issue there. I think it was something to do with Microsoft's 64-bit DLLs for 64-bit Windows that was the problem, which might also force you to use Microsoft's Visual Studio compiler instead of the 64-bit mingw.
If you go with Strawberry Perl, both 32-bit and 64-bit versions already come with everything needed to install modules directly from CPAN.
Also, I personally have not written any scripts that really need the 64-bit stuff (such as 64-bit integers, etc.). So in my case, I've had no issues using 32-bit Perl on both 32-bit and 64-bit Windows. Also, whenever I have taken any of my scripts and used PAR::Packer's pp utility to create a 32-bit executable, that executable worked just fine in 64-Windows. Just thought I'd share that info in case you are not needing the 64-bit stuff.
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