Just a small follow-up: The reason the rest of your installation steps did not work is because the 'perl Makefile.PL' didn't generate a Makefile. You will know it has been successful when it says something to the affect of "Creating Makefile" near the end. If you type 'make' and nothing happens, then you need to fix the previous issue before moving on (which the prior responses address :)). I had the same thing when I first tackled DBD-Pg.

Have fun!

Jason