Yes you can, It's easiest to install DBI if you've got ActiveState Perl and have PPM at your disposal. Just activate PPM from the perl/bin directory (usually c:\perl\bin).
>PPM
then install DBI
>Install DBI
the rest of the install is automatic
This is how i got DBI installed on our school's win2k test server it's not much advice and I might be wrong, but I hope it helps you out

"when a new client is created, we have to kill all the children..." --Sams Teach yourself Perl 5