Checking if your kit is complete...
Looks good
Writing Makefile for Win32API::MIDI
cp MIDI/SysEX/Yamaha.pm blib/lib/Win32API/MIDI/SysEX/Yamaha.pm
cp MIDI/SysEX/Roland.pm blib/lib/Win32API/MIDI/SysEX/Roland.pm
cp MIDI.pm blib/lib/Win32API/MIDI.pm
cp MIDI/Out.pm blib/lib/Win32API/MIDI/Out.pm
cp MIDI/SysEX/MIDIbox.pm blib/lib/Win32API/MIDI/SysEX/MIDIbox.pm
cp MIDI/SysEX.pm blib/lib/Win32API/MIDI/SysEX.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 -typemap typemap  MIDI.xs > MIDI.xsc && mv MIDI.xsc MIDI.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=\"0.05\" -DXS_VERSION=\"0.05\" +Z "-I/home/cpanrun/pa-risc1.1/build/5.8.2/lib/5.8.2/PA-RISC1.1-thread-multi/CORE"   MIDI.c
cpp: "MIDI.xs", line 31: error 4036: Can't open include file 'windows.h'.
cpp: "MIDI.xs", line 32: error 4036: Can't open include file 'mmsystem.h'.
make: *** [MIDI.o] Error 1