DBI does not support MySQL.
DBD::MySQL is the module that DBI uses to support MySQL.
DBD::MySQL is only able to support transactions as far as MySQL can, ie afaik not at all.
Maybe you are thinking of the MySQL module, an old (and obsoleted) perl4 (?) compatibility mode module?

Appendix B of the Cheeta book describes the differences between the different database systems that the DBI-drivers support (or to be more correct: describes the way that the drivers implement and/or support the many DBI features, eg date-formats, transaction handling, blob handling), and is definitely worth reading if you use the DBI.