I have done this many times following various instructions when installing perl modules but for the most part they all tell you to:
download > extract > cd into extracted dir perl Makefile.PL make make install
I remember there was an easier way that went out and fulfilled all dependencies but I could never remember because I just followed the README file. Today I read a post where at least a couple folks gave the same instructions I recalled using:
perl -MCPAN -e shell install modulename
Much easier!
UPDATE: