To compile modules that have a C (or "XS") component, you need a working C compiler that matches your Perl. If you have a matching C compiler (MSVC6 in your case I guess), you didn't set up the PATH environment variable correctly. If you don't have the C compiler installed on your system, there are various possibilities for Windows:
If you're not afraid to recompile your Perl executable and all additional modules, there also are Free MSVC tools + Activestate to compile CPAN Modules and Building Perl with the free MSVC tools.
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