Checking if your kit is complete...
Looks good
Note (probably harmless): No library found for -lz
Writing Makefile for PerlIO::gzip
cp gzip.pm blib/lib/PerlIO/gzip.pm
/home/cpanrun/pa-risc1.1/build/5.8.2/bin/perl /home/cpanrun/pa-risc1.1/build/5.8.2/lib/5.8.2/ExtUtils/xsubpp  -typemap /home/cpanrun/pa-risc1.1/build/5.8.2/lib/5.8.2/ExtUtils/typemap  gzip.xs > gzip.xsc && mv gzip.xsc gzip.c
cc -c   -D_POSIX_C_SOURCE=199506L -D_REENTRANT -Ae -D_HPUX_SOURCE -Wl,+vnocompatwarnings -DNO_HASH_SEED -D_LARGEFILE_SOURCE -D_FILE_OFFSET_BITS=64 -fast +Onolimit +Opromote_indirect_calls +DAportable +DS2.0   -DVERSION=\"0.18\" -DXS_VERSION=\"0.18\" +Z "-I/home/cpanrun/pa-risc1.1/build/5.8.2/lib/5.8.2/PA-RISC1.1-thread-multi/CORE"   gzip.c
cpp: "gzip.xs", line 16: error 4036: Can't open include file 'zlib.h'.
make: *** [gzip.o] Error 1