Try:

$ cd /path/to/the/module/build/directory
$ perl -Mblib -W t/convert.t
[download]

or

$ cd /path/to/the/module/build/directory
$ perl Makefile.PL -i
[download]

to see if you get more information.

To find the build directory:

$ cpan
cpan>look MSWord::ToHTML
[/path/to/the/module/build/directory]#
[download]

The path to the build directory is the text between the square brackets.

FYI, some systems require you to run cpan as Administrator or super user.

As well, you might want use a title like "Problem installing MSWord::ToHTML module" to get better help next time and to help others who run into a similar problem, find this node.