Decompress the file with gzip -d yourmodule.tar.gz
You can get gzip from ftp://prep.ai.mit.edu/pub/gnu.

Unpack the result with tar -xof yourmodule.tar

Go into the newly-created directory and type:

perl Makefile.PL
make
make test

While still in that directory, type:

make install

Make sure you have the appropriate permissions to install the module in your Perl 5 library directory. Often, you'll need to be root.

That's all you need to do on Unix systems with dynamic linking. Most Unix systems have dynamic linking -- if yours doesn't, or if for another reason you have a statically-linked perl, and the module requires compilation, you'll need to build a new Perl binary that includes the module. Again, you'll probably need to be root.

Thanks

Ankur