If you don't want to install make and have ActiveState Perl, open the command line and type ppm. This is the Perl Package Manager. This will allow you to seach the ActiveState archive of modules and install any of them. for DBI, just type install DBI. If you want to see all of the DBI releated things to install, type search DBI.

Once ppm has installed the modules, you can start using them on your machine without the need to use make or other gnu tools. While this makes life eaiser, ActiveState doesn't keep the ppm archive on the cutting edge. I've found many version of modules to be behind CPAN.