1) Run cmd from Start->Run
2) type "path %path%;C:\Program-Files\PostgreSQL\8.4\lib" (or whatever your path is) and hit enter
3) type "cpan" and hit enter
4) type "install DBD::Pg" and hit enter (it'll fetch the files from CPAN)
5) type "C:\Program-Files\PostgreSQL\8.4\bin\pg_config.exe" (wherever the pg_config.exe is located) and it enter