You are right, sorry!
To make a long story short:
To install the module manual, I do the following:
(used perl: strawberry 5.10.0 which comes with mingw environment)

1# download package from cpan
2# give: perl Makefile.PL => Looks good
3# Run the make command: dmake (comes with strawberryperl)

No matter what module I want to Install (with compilation) I get the same linker error which makes me think of using a later gcc version or check the generated lib paths.

/mingw/lib/dllcrt2.o:dllcrt1.c:(.text+0xe5):<b> undefined reference to
+ `__dyn_tls_init_callback'</b>
Cwd.o:Cwd.c:(.text+0x103): undefined reference to `croak_xs_usage'
collect2: ld returned 1 exit status
[download]

So we got here an unresolved reference to __dyn_tls_init_callback.
I was googling a bit a found that other people on different projects have this issue too.
Seems to be a problem with the libs so I got to check if all libs are available to the build-process.
So I will start analyze the Makefile. :-)

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