That most likely is a warning, not an error. Try running the following at a command prompt (all on one line):
C:\>perl -MXML::SAX -e
which should create a file ParserDetails.ini
. After this the warning should disappear.
If you're using our uwinnipeg repository to install XML-RSS (which, by the way, I just upgraded to version 1.22), you should ensure this appears in the list of repositories within your ppm utility, in order that the prerequisites get installed. Assuming you're using the ppm gui of ActivePerl 819, this can be done through the Edit -> Preferences -> Repositories menu; an appropriate location is
http://theoryx5.uwinnipeg.ca/ppms/. This can also be done via the command
C:\>ppm rep add uwinnipeg http://theoryx5.uwinnipeg.ca/ppms/