Windows and Perl - that's quite a story. For a number of years now I've been using ActivePerl, not without encountering some problems along the way. One of the most annoying is that ActivePerl relies on ppm packages to install modules, not the original CPAN modules. So it takes some time until ppm versions of the originals on CPAN work their way into the system, and thus you are always a few days/weeks/forever behind.
The completely Open-Source StrawberryPerl solves this as it ships with its own C-compiler. So go and get it now and send ActivePerl into retirement. Adam Kennedy was so nice to setup the official StrawberryPerl website...