Checking if your kit is complete...
Looks good
Writing Makefile for Win32API::MIDI
cp MIDI.pm blib/lib/Win32API/MIDI.pm
cp MIDI/SysEX/Roland.pm blib/lib/Win32API/MIDI/SysEX/Roland.pm
cp MIDI/Out.pm blib/lib/Win32API/MIDI/Out.pm
cp MIDI/SysEX.pm blib/lib/Win32API/MIDI/SysEX.pm
cp MIDI/SysEX/Yamaha.pm blib/lib/Win32API/MIDI/SysEX/Yamaha.pm
cp MIDI/SysEX/MIDIbox.pm blib/lib/Win32API/MIDI/SysEX/MIDIbox.pm
/export/home/cpanrun/build/5.6.1/bin/perl -I/export/home/cpanrun/build/5.6.1/lib/5.6.1/sun4-solaris-thread-multi -I/export/home/cpanrun/build/5.6.1/lib/5.6.1 /export/home/cpanrun/build/5.6.1/lib/5.6.1/ExtUtils/xsubpp  -typemap /export/home/cpanrun/build/5.6.1/lib/5.6.1/ExtUtils/typemap -typemap typemap MIDI.xs > MIDI.xsc && mv MIDI.xsc MIDI.c
gcc -c  -DUSE_REENTRANT_API -D_POSIX_PTHREAD_SEMANTICS -D_REENTRANT -fno-strict-aliasing -D_LARGEFILE_SOURCE -D_FILE_OFFSET_BITS=64 -O   -DVERSION=\"0.05\" -DXS_VERSION=\"0.05\" -fPIC -I/export/home/cpanrun/build/5.6.1/lib/5.6.1/sun4-solaris-thread-multi/CORE  MIDI.c
MIDI.xs:31: windows.h: No such file or directory
MIDI.xs:32: mmsystem.h: No such file or directory
make: *** [MIDI.o] Error 1