You have a firewall blocking HTTP requests? That sucks.
Anyway, if you have it installed you just need to make sure Perl is seeing it.
I don't run perl on Windows much, but try doing perl -V to see what your @INC is set to. You can add extra directories to your @INC stack with either the PERL5LIB environment variable or the lib module.
Another hairy issue: since this is not a pure perl module (it is hitting a DLL) the @INC stack needs to include the machine specific directories. You should see those with perl -V.
If that works, it's installed properly but you need to add it to your environment. Or you could just add the use lib line to your script. It's perl, so there's always ten different ways to accomplish what you're doing.
That code above is the same as running this script:
use lib 'c:\perl\site\lib';
See perldoc perlrun if you don't understand the -M switch, or -V for that matter. See perldoc perlvar and perldoc perllib to learn about @INC and how modules are located.