At a command prompt, type perl -V (make sure it's a capital V)... somewhere in the out put (at the end on my W2K WS) is the contents of @INC

  @INC:
    C:/Perl/lib
    C:/Perl/site/lib
    .
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Modules on my WS exist in either of these two directories. To install modules on Windows, try using PPM if you have the ActiveState distro or CPAN.pm if some other.

C:\>ppm
PPM interactive shell (2.1.5) - type 'help' for available commands.
PPM> install DBI
Install package 'DBI?' (y/N):
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BTW, I highly recommend using the DBI module over Win32::ODBC

---- I am what I read