Don't do it! The Thread extension has the potential to horribly crash any program using it, unless you are _extremely_ careful in how you access shared variables. When 5.8.0 comes out, you should try the new threads.pm (build around ithreads).
However, if you're really gung-ho... AFIK, Thread.pm is not supported under modern (5.6.0+ -derived) ActivePerl builds, so you'll either need a 5.005-based one, or need to build your own (I'd recommend this, so you can still get the benefit of all the fixes in 5.6.1). However, bear in mind that the Win32 fork() emulation is not compatible with Thread.pm.
One closing message: Remember that there is no such thing as a readonly access in Perl