As Justdave found (and mentioned at irc…), we can install required modules via yum like
./checksetup.pl –check-modules | grep install-module | grep -v — ‘–all’ | sed -e ‘s/.*module\.pl //’ -e ‘s/^/”perl\(/’ -e ‘s/$/\)”/’ | xargs yum -y install
Except for CGI.pm module, which we require the newer version than the yum repository.
For debian (etch), you can use my custom repository, which I’m using on the real server.