# method 1 - always use an array:
while (my @values = fetchrow_array()){
  my $hash = ($values[0] => [ $values[1] ]);
  push (@{$hash{$values[0]}}, values[2])
}

##</code><code>##

# method 2 - switch scalars to arrays dynamically (good for other
# cases, not so good for yours, here for completeness only)

# rather than a simple push:
if (exists $hash{$values[0]}) {
  if (not ref $hash{$values[0]} or ref $hash{$values[0]} ne 'ARRAY') {
    $hash{$values[0]} = [ $hash{$values[0]} ];
}
push @{$hash{$values[0]}}, $hash{$values[2]};