There is an ongoing outage on the primary CPAN mirror. It is possible to work around the issue by using MetaCPAN as a mirror.
To install Win32::MessageLoop, copy and paste the appropriate command in to your terminal.
cpanm
cpanm Win32::MessageLoop
CPAN shell
perl -MCPAN -e shell install Win32::MessageLoop
For more information on module installation, please visit the detailed CPAN module installation guide.