Assuming you have installed ActiveState Perl the following is a guide to getting CPAN's cpan module install tool working on a Windows XP system with Visual Studio.
Install Visual Studio1
First up, CPAN gripes endlessley if you try to run nmake from a path including a space. If you have Visual Studio installed to its default location in .../Program Files/... and you are using NTFS then your best bet is to use System Internals' Junction to create a hard link to the Visual Studio install folder (an alternative is to map a path to a virtual drive using the Windows-native command subst - thanks to Roy Johnson for this tip). You can pick Junction up from http://www.sysinternals.com/Utilities/Junction.html. Run it as:
If you are yet to install Visual Studio then you should seriously consider installing it to a non-default path that doesn't include spaces in the path.
Install cygwin from http://cygwin.com/setup.exe. When the setup promts you to choose a download site you should choose four or so mirrors to help avoid stale mirror syndrome.
During the install you should add the following non-default packages:
Note that you can use the View button to toggle between different package views. "Not Installed" and "Category" are most usefull for this job. Click on "Skip" to select a package for installation.
Open a command window using "Programs|Microsoft Visual Studio 200x|Visual Studio Tools|Visual Studio 200x Command Prompt"2
Append the cygwin bin folder to the search path:
Run CPAN - just type cpan on the command line and hit enter. The AS Perl install proivides a batch file on the path that runs the cpan tool.
The first time cpan is run it wants to go through a configuration process. Mostly using the default options is fine. I'd recommend using "follow" at the "Policy on building prerequisites" prompt however.
The most important thing to check is that the path for nmake is correct and doesn't include spaces. If you have a default VS install then most likely you will need to change the path to use the hard link you created with Junction.
Other than that, just accept the defaults and you are done.
During the first airing of this as a meditation a couple of 'see also's were suggested:
1Oh, there is a gotcha - things go rather pear shaped if you use VS 2005 to build against AS Perl 5.8.7 (815) and earlier builds (and possibly against 5.8.8 when it's available) because the binaries generated by VS 2005 do not play with the VC++ 6 binaries built with an earlier compiler.
2If you use the command line reguarly it is well worth migrating the contents of the batch file invoked by this command into your environment. demerphq has written a script to ease the process - see the update to this node
DWIM is Perl's answer to Gödel