Might I suggest CPANPLUS? The tool that it comes with (cpanp) has a command that downloads whatever module you've asked for and drops you into a shell in the directory where it untarred it. However, it's a lot more powerful than that. You can run cpanp as yourself and have it use sudo for the "make install". This way, you can be sure that the only thing that is happening as root is the install, nothing more. As stated elsewhere in this thread, it'll also track dependencies for you, so that's a bounus.