Wow thank you all for the useful responses! I feel a lot less confused now, understanding non-compiled modules and CPAN (thanks zork42), adding the compiler (thanks dasgar), and upgrading my Perl install to fix the authentication problem (thanks tobyink). And the rest of you, thanks.

Using ActiveState for Win XP btw.

So I've gotten a lot farther, was able to add the compiler and get past the authentication problem. Still seeing some problems I don't understand. Sorry for the long code post but here's a snippet of my output.

  C:\Perl\site\bin\dmake.exe -- OK
Running make test
set CLASSPATH=dbd_jdbc.jar;t/hsqldb/hsqldb-1.8.0.2.jar;t/hsqldb/log4j-
+1.2.13.jar
;
C:\Perl\bin\perl.exe "-MExtUtils::Command::MM" "-e" "test_harness(0, '
+blib\lib',
 'blib\arch')" t/*.t
t/01_env.t ...... ok
t/02_connect.t .. 1/5 Error: Could not find or load main class com.viz
+dom.dbd.jd
bc.Server

#   Failed test 'connected'
t/02_connect.t .. 3/5 #   at t/02_connect.t line 40.
# Connection error: Failed to open socket to server: IO::Socket::INET:
+ connect:
No connection could be made because the target machine actively refuse
+d it.
# Looks like you failed 1 test of 5.
t/02_connect.t .. Dubious, test returned 1 (wstat 256, 0x100)
Failed 1/5 subtests
        (less 2 skipped subtests: 2 okay)
t/03_hsqldb.t ... 1/22 Error: Could not find or load main class com.vi
+zdom.dbd.j
dbc.Server
t/03_hsqldb.t ... 2/22 #   Failed test 'connected'
#   at t/03_hsqldb.t line 34.
# Connection error: Failed to open socket to server: IO::Socket::INET:
+ connect:
No connection could be made because the target machine actively refuse
+d it.
# Looks like you failed 1 test of 22.
# Looks like your test exited with 1 just after 22.
t/03_hsqldb.t ... Dubious, test returned 1 (wstat 256, 0x100)
Failed 1/22 subtests
        (less 20 skipped subtests: 1 okay)
t/basis.t ....... skipped: BASIS URL not defined
t/oracle.t ...... skipped: Oracle URL not defined

Test Summary Report
-------------------
t/02_connect.t (Wstat: 256 Tests: 5 Failed: 1)
  Failed test:  3
  Non-zero exit status: 1
t/03_hsqldb.t (Wstat: 256 Tests: 22 Failed: 1)
  Failed test:  2
  Non-zero exit status: 1
Files=5, Tests=32,  9 wallclock secs ( 0.03 usr +  0.11 sys =  0.14 CP
+U)
Result: FAIL
Failed 2/5 test programs. 2/32 subtests failed.
dmake.exe:  Error code 255, while making 'test_dynamic'
  VIZDOM/DBD-JDBC-0.71.tar.gz
  C:\Perl\site\bin\dmake.exe test -- NOT OK
//hint// to see the cpan-testers results for installing this module, t
+ry:
  reports VIZDOM/DBD-JDBC-0.71.tar.gz
Running make install
  make test had returned bad status, won't install without force
[download]

I did try the "reports" but wasn't able to get it. I did see a page somewhere with a lot of bad news about the JDBC module, so maybe it's just not well defined for Windows.

Should I use "force"? (how?)

Scott