Checking if your kit is complete...
Looks good
Note (probably harmless): No library found for -ldoublefann
Writing Makefile for AI::FANN
cp lib/AI/FANN.pm blib/lib/AI/FANN.pm
/home/cpanrun/tmp/5.8.0/bin/perl /home/cpanrun/build/5.8.0/lib/5.8.0/ExtUtils/xsubpp  -typemap /home/cpanrun/build/5.8.0/lib/5.8.0/ExtUtils/typemap -typemap typemap  FANN.xs > FANN.xsc && mv FANN.xsc FANN.c
gcc -c  -I. -D_REENTRANT -D_GNU_SOURCE -fno-strict-aliasing -D_LARGEFILE_SOURCE -D_FILE_OFFSET_BITS=64 -O3   -DVERSION=\"0.08\" -DXS_VERSION=\"0.08\" -fpic "-I/home/cpanrun/build/5.8.0/lib/5.8.0/i686-linux-thread-multi/CORE"   FANN.c
FANN.xs:11: doublefann.h: No such file or directory
In file included from FANN.xs:12:
morefann.h:2: doublefann.h: No such file or directory
make: *** [FANN.o] Error 1