I experienced exactly the same problem (although my system reported trying to download 'PAR-Packer-0.991-MSWin32-x86-multi-thread-5.10.0.par')

Interestingly, this thread explains the problem and a potential workaround: http://www.nntp.perl.org/group/perl.par/2009/07/msg4135.html

------------------------------------------------
Building PAR::Packer requires that you have a C compiler is installed.
In your case, Makefile.PL has guessed that you don't.
As a fallback, it looks whether there's a pre-built package
for this version of PAR::Packer /your OS/your version of Perl
available on CPAN. And indeed, there is:

http://www.cpan.org/authors/id/S/SM/SMUELLER/PAR-Packer-0.991-MSWin32-x86-multi-thread-5.10.0.par

but the download (using LWP) fails for some reason (no internet connection?
or behind a proxy, but LWP not configured for it? etc).
------------------------------------------------

In my case, I was behind a proxy (which meant that my system could not download the binary
automatically)... so I manually downloaded the pre-compiled binary (listed above) and copied it
into the PAR-Packer-0.991 folder before running 'perl Makefile.PL'... worked a treat for me.

I tried downloading a precompiled binary for the system you reported (i.e.
http://www.cpan.org/authors/id/S/SM/SMUELLER/PAR-Packer-0.991-MSWin32-x86-multi-thread-5.8.9)
but it appears that this does not exist (yet)... perhaps a web search for this binary will be
fruitful(?)

Alternatively, the README that comes with PAR-Packer mentions running the command 'make par' to
create the .par binary first... (but I am certainly not an authority in this matter!)