in reply to Using CPAN
Although others posts are directly addressing your current issue, I thought I'd share another piece of information that might come in handy for you down the road.
Without any changes, ActivePerl by default will only be able to install pure Perl modules from CPAN. For any modules that need to be compiled (for example: XS modules), you need a few more steps. With 32-bit ActivePerl, use ActiveState's PPM utility to install dmake and MinGW. Once those are installed, you should be good to go and can install just about anything from CPAN.