Being the user the OP was talking about, let me drop into this discussion.

The error appears on the standard ActiveState distribution of Perl, both 5.8.8 and 5.10. The compiler flags, as shown by perl -V, are:

    cc='cl', ccflags ='-nologo -GF -W3 -MD -Zi -DNDEBUG -O1 -DWIN32 -D
+_CONSOLE -DNO_STRICT -DHAVE_DES_FCRYPT -DNO_HASH_SEED -DUSE_SITECUSTO
+MIZE -DPRIVLIB_LAST_IN_INC -DPERL_IMPLICIT_CONTEXT -DPERL_IMPLICIT_SY
+S -DUSE_PERLIO -DPERL_MSVCRT_READFIX',
    optimize='-MD -Zi -DNDEBUG -O1',
    cppflags='-DWIN32'
    ccversion='12.00.8804', gccversion='', gccosandvers=''
    intsize=4, longsize=4, ptrsize=4, doublesize=8, byteorder=1234
    d_longlong=undef, longlongsize=8, d_longdbl=define, longdblsize=8
    ivtype='long', ivsize=4, nvtype='double', nvsize=8, Off_t='__int64
+', lseeksize=8
    alignbytes=8, prototype=define
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  Compile-time options: MULTIPLICITY PERL_IMPLICIT_CONTEXT
                        PERL_IMPLICIT_SYS PERL_MALLOC_WRAP
                        PL_OP_SLAB_ALLOC USE_ITHREADS USE_LARGE_FILES
                        USE_PERLIO USE_SITECUSTOMIZE
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Some other Fcntl macros work well - for instance, O_CREAT.

Even if O_NONBLOCK is not defined, I wonder why the error message is issued on a line, where only the existence is tested, i.e.

if(exists $Fcntl::{'O_NONBLOCK')) { ... }
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Have you tried FNONBLOCK instead? You can export the old constants by using the tag :Fcompat,

--
seek $her, $from, $everywhere if exists $true{love};

Same effect.

I suspect this is not a restriction of ActiveState Perl, but of Windows. I tried the same under Cygwin Perl, and got the same error message.

 $ perl -lwe "use Fcntl qw(:Fcompat); FNONBLOCK "
Your vendor has not defined Fcntl macro FNONBLOCK, used at -e line 1.
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-- 
Ronald Fischer <ynnor@mm.st>