This is one of the things that
DBD::Multiplex is written for.
I've been interested in trying out DBI::Multiplex for
a while, but its lack of documentation or examples had made it a
frustrating and fruitless exploit. About the only halfway decent
thing I've found on it is
here.
The package itself also doesn't seem to have changed since
July of 1999 (it comes bundled with DBI).