As was already mentioned, DBD::mysql, which is what your probably using, is the preferred way to interact with MySQL from Perl. In a persistent mod_perl environment you should look into Apache::DBI to enable persistent database connections for each HTTPd child process (I think it even comes with DBI or libapreq--one or the other). As for whether you should use ActivePerl or IndigoPerl, well, I can't comment on the latter, but I have used ActivePerl before (an older 5.6.1 version) and I can honestly say that it's a stable, polished, production-level port of Perl to non-Unix systems. It's the preferred port of Perl to Windows even over the more official CPAN Windows distros, and ActiveState maintains a plethora of documentation, FAQs, and mailing lists to help you out.

See this node here for a (short) discussion on the merits of both ports.