This could be caused by one of two things:
You have two versions of Perl on your machine. You are installing
modules into one, and Bugzilla is using the other. Rerun the CPAN
commands (or manual compile) using the full path to Perl from the
top of checksetup.pl
. This will make sure you
are installing the modules in the right place.
The permissions on your library directories are set incorrectly. They must, at the very least, be readable by the web server user or group. It is recommended that they be world readable.