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.