My only experience is with *nix as well, but I'd suggest trying the code below to confirm that DBI is available (as you say it is) .... if it is, then the list of drivers should include "mysql" if you have sucessfully loaded it.
#! /usr/bin/perl
use CGI;
use DBI;
print "DBI appears to be OK\n";
@driver_names = DBI->available_drivers ();
print "These DBI drivers are available: @driver_names\n";
exit (0);