Are you sure you installed DBD::Oracle using ppm3? Last time I checked ActiveState weren't distributing DBD::Oracle for 5.8.x because of licensing issues. You can still install 5.6 and use ppm to install DBD::Oracle though.

Try the following to make see what you've installed:
(paraphased from the docs)

use DBI;

foreach my $driver( DBI->available_drivers) {
  print "\n$driver " . join("\n\t",DBI->data_sources($driver));
}
[download]

Just checking: you have read the documentation for DBI, haven't you?