UNTESTED: (I dont have access to a SQL server at the moment):

Try appending ";MultipleActiveResultSets=True" (enable MARS) to the connection data source in your connection. i.e

my $dbh = DBI->connect( "dbi:ODBC:SQLSERVER2008R2;MultipleActiveResult
+Sets=True","sa","7354500", {  ...
[download]

There may be alternative ways to set that option...

Another thing you can try is to do a "FETCH ALL" in the first sth, then do a selective fetch in the subsequent statements.