bdfoy has the best large scale solution, but if you just want to install a few modules you can ask the CPAN shell to install a specific distribution by referencing a path to a tarball (relative to the top of the CPAN tree).
cpan> install MSCHWERN/Test-Simple-0.62.tar.gz
Throw a URL to BackPAN into your URL list and you can install any older version.
cpan> o conf urllist push http://backpan.perl.org/
This is in the CPAN.pm FAQ under “how do I install a ‘DEVELOPER RELEASE’ of a module?”