Yes, there is a dummy proof installation method. ActiveState installs a utility called the "Perl Package Manager". This utility allows you to install any module that they have in their repository. To access PPM, goto your DOS Prompt and type ppm and hit enter, once it's finished, type install DBI and hit enter. PPM does the rest for you.

You can read more about PPM in your ActiveState HTML documentation. Also, ActiveState has an faq on the subject. In addition to that, you can always type help at the PPM prompt for some quick command help.

If you need to install a module that ActiveState doesn't have in its repository, you'll need nmake, which is free.

Update: /ignore me. Ovid has a better answer in this thread.

Download nmake.exe from Microsoft. Double-click the exe and it should expand to three files. Put the new nmake executable and the error list into a directory in your path. If you wish, you can rename nmake.exe to make.exe and it will still work, but allow you to type 'make' instead of 'nmake' (some people prefer that).

Once you do that, extract the archive to a temp directory and CD to that directory. Then follow the usual steps:

perl Makefile.PL
make
make test
make install
[download]

Assuming you have ActiveState Perl, you can use PPM to install modules. Type "perldoc PPM" on a command line for more info. It's pretty simple:

C:\>ppm
PPM interactive shell (2.1.5) - type 'help' for available commands.
PPM> install DBI
Install package 'DBI?' (y/N):
[download]

Answer the question and type "quit" to exit.

Cheers,
Ovid

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Two notes:

1. DBI contains *.xs files (which contain C code) so grabbing a version of "make" won't do you much good unless you also have a C compiler (which probably comes with a version of "make" anyway).
2. You don't have to have an ActiveState distribution of Perl to use PPM. For example, Perl from indigostar supports the same PPM format and even comes with a GUI package manager, as well as a less-restrictive license, a less opaque installation procedure (which is a disadvantage if you wanted a standard GUI install process), and a web server.
        - tye (but my friends call me "Tye")

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** The Third rule of perl club is a statement of fact: pod is sexy.

Thanks everyone.

Havin' a little bit of trouble here, gonna give it a few more tries before I beg for assistance... lol.