You probably have gdbm installed, but Perl can't find the libraries because they weren't linked right. I've had similar problems. What I would do is download and reinstall gdbm. After you finish make install, you have to run ldconfig. On my system I run /sbin/ldconfig /usr/local/lib. Most libraries go into /usr/local/lib, but check to see if the libraries were put somewhere else. Sometimes they'll be in /usr/lib, etc.