CPAN requires lots of modules that most MacPerl users may not have, or may not have current versions of. cpan-mac-0.21 has been posted on CPAN, which includes an installer that installs all of the needed modules, and includes four useful programs for dealing with CPAN and creating, unpacking, and installing tar.gz archives without the use of CPAN.pm.
Arved Sandstrom's MacPerl build of XML::Parser 2.19 is on CPAN now, too. Pretty much all of the other XML modules should work fine with MacPerl, except that stringification might include Unix newlines (012) instead of Mac newlines (015).