Thanks for your answer ...

I typed perl -v and here what I have for the @INC :

/usr/lib/perl5/5.8.0/i386-linux-thread-multi
/usr/lib/perl5/5.8.0/
/usr/lib/perl5/site_perl/5.8.0/i386-linux-thread-multi
/usr/lib/perl5/site_perl/5.8.0/
/usr/lib/perl5/site_perl
/usr/lib/perl5/vendor_perl/5.8.0/i386-linux-thread-multi
/usr/lib/perl5/vendor_perl/5.8.0
/usr/lib/perl5/5.8.0/i386-linux-thread-multi
/usr/lib/perl5/5.8.0

I although used the "find" command to look for CGI.pm but I did not find it !