This Perl hasn't been configured and built properly for the threads module to work. (The 'useitthreads' configuration option hasn't been used.)

Having threads support requires all of Perl and all of the XS modules in the Perl installation to be rebuit, it is not just a question of adding the threads module. (In other words, threaded and non-threaded Perls are binary compatible.)

If you want the use of the threads module, please contact the people who built your Perl. 

Cannot continue, aborting.
BEGIN failed--compilation aborted at /usr/lib/perl5/5.8.0/cygwin-multi-64int/threads.pm line 28.