Perl/Installing CPAN problems

Hi, I'm running Mac OS X which comes with Perl 5.6.0 installed. I've just installed 5.8.0 following the instructions on
http://developer.apple.com/internet/macosx/perl.html

Which is really good and everything has been installed and I did a perl -v and its reporting 5.8

But just near the end of the article it talks about getting CPAN running:
sudo perl -MCPAN -eshell

It is the first time I have run this and I can't get the installation to finish. The article says

Eventually, you'll see something like this:

cpan shell -- CPAN exploration and modules installation (v1.61)
ReadLine support available (try 'install Bundle::CPAN')

cpan>

But I can't that far. I start off, but I keep getting stuck when it says:

Now we need to know where your favorite CPAN sites are located. Push
a few sites onto the array (just in case the first on the array won't
work). If you are mirroring CPAN to your local workstation, specify a
file: URL.

First, pick a nearby continent and country (you can pick several of
each, separated by spaces, or none if you just want to keep your
existing selections). Then, you will be presented with a list of URLs
of CPAN mirrors in the countries you selected, along with previously
selected URLs. Select some of those URLs, or just keep the old list.
Finally, you will be prompted for any extra URLs -- file:, ftp:, or
http: -- that host a CPAN mirror.

Then it offers me a list of FTP addresses and it says

Select as many URLs as you like,
put them on one line, separated by blanks []

When I paste in an FTP address from the list it keeps saying

invalid items entered, try again

I'm new to this whole thing and I have no idea what's going on, and it means I can't finish the installation.

Can anyone give me some advice on how I finish the first installation of CPAN?