What errors are you getting?
For work I recently had to write a small perl script to connect to MSSQL2K servers with active state. To install all the modules needed to connect I use:

c:\> ppm install DBD-ODBC
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Those are for the client only, the server shouldn't need any setup beyond a login to connect with.
To connect I use:

#$winauth is set from the command line to force 'Windows Authenticatio
+n'
my $auth = $winauth ? 'Trusted_Connection=yes' : "uid=$username;pwd=$p
+assword;";
my $DSN = "driver={SQL Server};Server=$server;database=$database;$auth
+";
my $dbh = DBI->connect("dbi:ODBC:$DSN") || die "Error: $DBI::errstr";
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