The Oracle DBD driver uses the Oracle client libraries. If you do not have the client software installed and configured on the computer you are running the code on, it will not work. Like /brother t0mas said, you also have to have the Oracle bin directory in your path and you should have a couple of Environment Variables set (like ORA_HOME, ORA_SID, etc). See your Oracle client software installation instructions to see. Also be sure to test the connection using Oracle software 'sqlplus' before assuming the problem is in DBD or DBI (or Perl ;-) You can contact Oracle to get the client software for your platform (and all platforms) sent to you, just call their customer care line.

Good luck and MAIH...