Hi Sapph, hopefully you figured it out overnight- you don't need to download any module at all... that's not necessary in windows (although what IS necessary is an internet connection, which i assume you have). From start to end this is all you have to do:
1) download and install the latest version on perl for windows (
http://www.activestate.com/ ).
2) At the dos prompt type
ppm
3) At the ppm prompt type
install DBI. This will go to CPAN, download the module, uncompress, and install it for you.
4) Test the DBI and default drivers with the little perl script I posted above.
You had it pretty much correct- just the unecessary step of downloading a module yourself by hand- so hopefully everything is working good already!