Okay, compiling my own stack has already frustrated (and scared) me to death before, but this set of instructions seems almost simple enough to follow:

Set up the Command Shell for Windows 2000/XP/2003
Building Perl
Building Apache with SSL, Security & Compression
Building OpenSSL
Building mod_perl 2.0.2

I might give this a go with Visual Studio C++ Express and see how far I get.