I get this error:
Can\'t locate Foo.pm in @INC
Is there an easier way to install it than downloading, untarring, making, etc?
I note some folks suggesting one run cpan under sudo. That used to be necessary to install into the system directory, but modern versions of the CPAN shell allow you to configure it to use sudo just for installing. This is much safer, since it means that tests don't run as root.
If you have an old CPAN shell, simply install the new cpan ("install CPAN") and when you reload the shell, it should prompt you to configure these new directives.
Nowadays, when I'm on a system with an old CPAN, the first thing I do is update the shell and set it up to do this so I can do most of my cpan work as a normal user.
Also, I'd strongly suggest that Windows users investigate strawberry Perl. This is a version of Perl that comes packaged with a pre-configured CPAN shell as well as a compiler. It also includes some hard-to-compile Perl modules with their external C library dependencies, notably XML::Parser. This means that you can do the same thing as every other Perl user when it comes to installing modules, and things tend to "just work" a lot more often.