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$ perl -e 'use DBI';

...
/usr/lib/perl5/site_perl/5.8 
/usr/lib/perl5/vendor_perl/5.8 
.) at -e line 1.

C:\cygwin\home\me\.cpan\build\DBI-1.601\blib\lib
C:\cygwin\home\me\.cpan\build\DBI-1.601
...
C:\cygwin\home\me\.cpan\build\DBI-1.601\blib\lib\Bundle
C:\cygwin\home\me\.cpan\build\DBI-1.601\lib\Bundle
C:\cygwin\lib\perl5\site_perl\5.8\cygwin\Bundle

me@me-cmp /usr/lib/perl5/site_perl/5.8
$ ll
...
drwxr-xr-x+ 3 me Power Users    0 Apr 13 21:05 Spreads
drwxr-xr-x+ 2 me Power Users    0 Jan  9  2008 Text
drwxrwxrwx+ 7 me Users       4096 Jul 21 23:18 cygwin

me@me-cmp /usr/lib/perl5/site_perl/5.8/cygwin
$ perl -e 'use DBI';
...
BEGIN failed--compilation aborted at DBI.pm line 266.
Compilation failed in require at -e line 1.
BEGIN failed--compilation aborted at -e line 1.