Does DBI work on it's own?

This seems like an installation problem of the DBI module - when you build DBI this creates two files - DBI.pm and DBI.so - and the latter is the "loadable object" that Radius::AuthSQL is complaining about. This file should normally be in /usr/lib/perl5/site_perl/5.6.0/i386-linux/auto/DBI.so.
Check that location - if it's not there then try reinstalling DBI.

Michael