I can replicate this error on windows (Win XP 5.1; Perl 5.6.1). However, the syntax below (using place-holders) works correctly for me. I often find that inserting a NULL into the leading field of a database table causes problems when not using place-holders. Does this work for you?

use DBI;
use strict;
my $dbh = DBI->connect("DBI:CSV:f_dir=./;");

my $param1 = undef;
my $param2 = 'test';

my $sql_create = '
create table mytable(
      field1 text,
      field2 text
      )';

my $sql_insert = '
INSERT INTO mytable(
      field1,
      field2
      )
VALUES (?,?)';

my $sth_insert = $dbh->prepare($sql_insert);
$dbh->do($sql_create);
$sth_insert->execute($param1, $param2);
print "field1=",$dbh->selectrow_array("select field1 from mytable");
[download]

Hope this helps,
-Tats

Update:
DBD::DSV 0.2002
DBI 1.30