First of all, DBI should be already included in the Active Perl 5.8.x package (I thought?). Also I suspect that your (company) runs an internet proxy server? You need to configure the proxy environment variables to have PPM working properly if that's the case.
Cut and paste the following into a small batch file, say, set_proxy.bat, and modify the values to suit your network. Run the set_proxy.bat to set the proxy environment variables in the future. Once this is done, the PPM should work happily I suspect.
@echo off
set HTTP_proxy=http://proxy:3128
set HTTP_proxy_user=foo
set HTTP_proxy_pass=bar