Firstly, you need to be sure you have installed the RRDTool Windows package, and then the RRDTool Perl module. Under windows, the perl module should come with the package but check the installation instructions. Using ActivePerl, you can install the RRDs perl module via the PPM application, but you need to add the additional University of Winnipeg repository. This is at
http://theoryx5.uwinnipeg.ca/ppms/ for Activeperl 5.8
Once you have done this, you can start using MRTG with RRDtool provided you have an appropriate frontend (eg Routers2)