well I usually change directly the CPAN::MyConfig.pm in the .cpan directory. I also need different ones to manage various distros and proxies. In the end I use aliases/scripts like this:

% steph@ape (/home/stephan/) %
% cat /bin/perl_cpan58[78]
#!/usr/bin/bash
perl -I ~/.cpan587 -MCPAN::MyConfig -MCPAN "$@"
#!/usr/bin/bash
PATH=/opt/perl588/bin:/usr/bin
perl -I ~/.cpan588 -MCPAN::MyConfig -MCPAN "$@"
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