How do I keep my own module/library directory?

When you build modules, use the PREFIX option when generating Makefiles: 

    perl Makefile.PL PREFIX=/u/mydir/perl

then either set the PERL5LIB environment variable before you run scripts that use the modules/libraries (see the perlrun manpage) or say 

    use lib '/u/mydir/perl';

See Perl's the lib manpage for more information.