Check out perldoc perlipc. To catch an interrupt signal:

$SIG{INT} = sub {
    # handle the interrupt
}
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You can test it with this:

my $count = 0;
$SIG{INT} = sub { 
    print "\nCaught an interrupt\n"; 
    exit if $count++ > 2 
};

$|++;
while (1) {print '.'; sleep 1}
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Edit: Of course, as zaxo pointed out below, since you are simply looking at gracefully disconnecting from the database, you probably don't need the signal handler.

You probably don't have to do anything. The default handler for SIGINT (Ctrl-C) does a graceful shutdown. Perl's ordinary destruction mechanism should close the DBI connection for you. If it doesn't, you can write a sub DESTROY which does that for you.

First off, you should try writing the program and ignore signals since Perl handles interrupt signals quite gracefully by default. If that does not work, you should add signal trapping as required.

"How do I trap control characters/signals?" in perlfaq8 shows the most basic way of traping signals by using the %SIG hash. This is a very basic approach but might suffice for your purpose.

On a Unix system, I would do this:

$SIG{HUP} = \&reload;
$SIG{TERM} = \&terminate;

sub reload {
  # do whatever needs doing to restart
}

sub terminate {
  # terminate database connection, etc...
}
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If you need to delay signals in some portions of your code though, you might want to take a look at the sig* routines in POSIX module.

use POSIX qw(:signal_h);

# do something

# <criticalSection>
my $sigSet = POSIX::SigSet->new;
my $blockSet = POSIX::SigSet->new(SIGTERM, SIGHUP);
die "Error restoring signal set: $!"
  unless sigprocmask(SIG_BLOCK, $blockSet, $sigSet)

# do critical (uninterruptable) stuff

die "Error restoring original signal set: $!"
  unless sigprocmask(SIG_SETMASK, $sigSet)
# </criticalSection>

# do other stuff here
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I don't see why this wouldn't work on Windows.