Or if you only wanted to collect certain errors, you could try something like this. *untested

sub print_error{
    open( OUTFILE, ">> $destination" ) or die "Couldn't open file for 
+reading.$!\n"; 
    print OUTFILE $_[0];
    close OUTFILE
}

my $dbh = DBI->connect( "dbi:ODBC:RETQC_SQL", "sa", "", {RaiseError =>
+ 1, PrintError => 1, AutoCommit => 0} ) or print_error("Unable to con
+nect: $DBI::errstr\n");
[download]

Might be what you want