use strict;
use warnings;
use DBI;

my $DB = DBI::connect("connect string for your database", "user ID", "password");

# Prepare a statement handle for your inserts
my $STH = $DB->prepare("insert into mytable (col1, col2) values (?, ?)");

while (<DATA>) {
    # Get  your data
    my ($col1, $col2) = parse_line($_);
    # Now insert it into the database
    $STH->execute($col1, $col2);
}