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I have to use Windows XP at work, but luckily Perl happily via the ActiveState Perl distribution. They have a package manager called ppm that is really very good at downloading and installing Perl modules. There is a little bit of trickery if you are behind a proxy with the set up so here is what you need to do

First, open a Windows Shell

Next, set your proxy like so:

set http_proxy=http://user:password@proxy_server:port

Now you can see the areas that ppm stores Perl modules

ppm area list

If you want to install a Perl module, you first need to search for it in the ActiveState repository, like so

ppm search text::csv

This will return a list of packages matching the search string, from which you can select the right option, then install it as follows

ppm install text-csv

It also handles dependencies well.