I highly suggest upgrading your version of Cygwin to something more recent. That version is from 3 years ago and many things have changed (read: bugs have been fixed). Perl 5.10 isn't distributed by Cygwin any longer, and I suspect DBI is failing to load because gcc and make packages aren't installed and DBI was not compiled properly.

Also worth mentioning there is a Cygwin version supporting 64-bit Windows. It works well and is worth trying if your servers support it.