You should use the ActiveState's PPM utility to install precompiled modules. Open a command window, and type the following -

ppm install DBI
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to install precompiled DBI module from ActiveState's own repository.

If your system requires internet proxy, then you need to set the following environment variables:

proxy: URL of your proxy
proxy_user: user name
proxy_pass: password
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I normally create a batch file that sets up the proxy environment for me...

@echo off
set proxy=http://proxy:3128
set proxy_user=roger
set proxy_pass=password
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If your system uses proxy auto detection, then you can find out the location of your proxy by openning Internet Explorer and then type http://wpad/wpad.dat or http://wpad/proxy.dat to download the windows automatic proxy setup script and find out the actual proxy server URL and PORT.