I've seen this problem before. In my case, it had to do with resource limits. CPAN takes a lot more resources than does a perl Makefile.PL && make && make install.
If this is your box, then you may want to take a look to see if you've unknowingly set any restrictive limits on processes. If this is someone else's machine, you should probably ask the admin or tech support.
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Want more info? How to link or
or How to display code and escape characters
are good places to start.