You will find that this question is one of the more common ones.

Most Windows users don't have the right bits that you would expect in a proper operating system, so you are forced to rely on the good nature of other Windows users to compile and link code for you. You can compile yourself, only if you use the same compiler that ActiveState used.

You can use PPM via a firewall, by configuring it up to use a proxy, or downloading the files by hand and then installing them locally.

The following threads may prove useful:

• XML::LibXML and XML::LibXSLT ppd
• Modules in the Windows environment
• Adding CPAN Modules to Active State Perl
• CrazyPPM repository, interested?
• Win32 5.8 repository
• Installing Modules on Windows XP