You shouldn't modify modules from CPAN. Otherwise, upgrading removes your changes. If you need to make changes, you should write a wrapper around it. If you can't, you should be working with the author to incorporate your changes back into the mainline.
Not so anymore :D
I don't know for others, but with Subversion it's possible to mix it. You first import some module, then make a brach and change it the way you like. After some time author uploads a new version to CPAN (with hopefuly a patch that you sent to him/her - so there is no need for anything else). You import that as well - and SVN can give you a new version from the author, with your custom code ... How cool is that!?!?
I must admit I haven't tried it yet - but you can find info on that in the SVN book... I think it's under -Vendor Branches-.
If something needs compiling on a machine that doesn't have the tools, then you have a problem no matter what you do. Something on one machine will (almost) never work on another machine, particularly if it's a different OS (like compiling on Linux to work on Windows).
Of course that something compiled for Linux wont work on Windows and the other way around :D I was thinking along the lines of having an older machine with OS that client has (FreeBSD or Linux in 99.99% cases) to compile the code myself ...
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