For Ubuntu/Debian systems, you don't want make/make install. You want dh-make-perl. The easiest way of doing this whole process is,

(as root)

# perl -MCPAN -e shell
> look Net::OpenID::Consumer
# dh-make-perl --build
# mv ../*.deb /root
# exit
> look Net::OpenID::Server
# dh-make-perl --build
# mv ../*.deb /root
# exit
> exit
# cd /root
# dpkg -i libnet-openid-*.deb

Or something like that. Then you end up with package files. Sorry this isn't very verbose, I'm about to run to work. But dh-make-perl is the clue, and there is plenty of information online on how to build packages out of Perl modules on Ubuntu/Debian.