Ah, in that case you probably do not have the module installed. Try installing it with CPAN.pm:

$ perl -MCPAN -e 'install Bundle::DBD::mysql'
[download]

If that works (if it's the first time you use CPAN.pm, you will have to answer some configuration questions), you should be set to go. But, as said, do consider switching to DBI (which is installed with the bundle).

CU
Robartes-