"I also used to think ActivePerl was just for Windows."
I've never believed this to be the case. FWIW using Strawberry Perl removes all of the headaches of working on Windows by giving you a sensible build environment, which ActiveState does not. As mentioned perlbrew will set everything up for you in an sane manner.
"I should indeed, if I knew how to do that."
Since you've used ActiveState it'll be where ever the ppd file installed it to. Either set a sane environment variable (previously) so that the path to the version of perl you want to use has precedence, or just call pp with the full path, for example something like /Wherever/You/Installed/ActiveState/bin/pp. You can't call pp for the system perl and expect it to work with other versions of perl that you have installed.