from perlman:lib:DBI:

# NAME  (array-ref, read-only)
# Returns a reference to an array of field names for
# each column. The names may contain spaces but should
# not be truncated or have any trailing space. Note that
# the names have the letter case (upper, lower or mixed)
# as returned by the driver being used. Portable
# applications should use the NAME_lc entry elsewhere in
# this documentor the NAME_uc entry elsewhere in this
#  document.

print "First column name: $sth->{NAME}->[0]\n";
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update: yes, that's perlman:lib:DBI and not :CGI, thanks dmmiller2k :)