When installing Perl modules on my Windows laptop I always try to ease the pain by using ActiveState's ppm or ppm3 tool to install. An alternative is the CPAN tool but that requires most of the time that the development environment includes a C or C++ compiler with all the environment variables set and all include files available.
Lately I needed to install the DBD::Pg module in order to connect to Postgresql and I wanted a swift install. Unfortunately the DBD::Pg package wasn't available from the ActiveState repository and I couldn't find any other repository to add. But I found another way of doing it.
Create a new directory to hold your files and direct your browser to the project's site:
http://pgfoundry.org/projects/dbdpgppm [1]
I downloaded DBD-Pg-1.49-5.8.ppd, DBD-Pg-1.49-5.8.tar.gz,DBD-Pg-1.49-5.8s.ppd, DBD-Pg-1.49-5.8s.tar.gz,openssl.zip and msvcr71.zip as I wasn't sure which files that were needed.
Then I fired up a command prompt and entered the directory that I created earlier. To install just run
ppm install DBD-Pg-5.8.ppd
Done!