Update: Meh 1nickt beat me to it :P

cpanm has --with-feature and --interactive options however, you seem to be talking about something mysql related, and not perl DBD::mysql::INSTALL, PREREQUISITES states:

"MySQL

You need not install the actual MySQL database server, the client files and the development files are sufficient. For example, Fedora Linux distribution comes with RPM files (using YUM) mysql and mysql-server (use "yum search" to find exact package names). These are sufficient, if the MySQL server is located on a foreign machine. You may also create client files by compiling from the MySQL source distribution and using

configure --without-server
[download]

If you are using Windows and need to compile from sources (which is only the case if you are not using ActivePerl or Strawberry Perl), then you must ensure that the header and library files are installed. This may require choosing a "Custom installation" and selecting the appropriate option when running the MySQL setup program."

The perl module DBD::mysql has no configure or --without-server option.