The easiest way to install

perl -MCPAN -e 'install MP3::Daemon'

But there's a caveat

You need to install a specially hacked up mpg123 that comes with Audio::Play::MPG123 for the MP3::Daemon::* modules to work optimally.

Public Service Announcement

If you've never used the CPAN shell before, here are a few tips on getting it configured properly. Certain older versions of CPAN.pm would take the liberty of installing whole new versions of the perl interpreter for you which is not something most people want or need. This behaviour can be prevented by taking the following steps.

Type the text between the [ ].

O-> [perl -MCPAN -e 'shell']

        |
        `-> if it's your first time running this, you get to
            answer a few simple questions.  Go ahead and do
            this.  The defaults are sane. -.
                                           |
        if you are a debian user, <--------'
        |  [o conf make_install_arg UNINST=1]
        |
        `-> [install CPAN]
            |
            `-> [reload CPAN]
                |
                `-> [install Bundle::CPAN]
                    |
                 ,--'  
                 o
                 +
                 FINISHED