This really has nothing to do with Perl or DBI. You can do it with a single SQL, barring minor SQL dialect variations (you don't mention what database you're using).

SELECT *
INTO sp_err
FROM sp
WHERE NOT EXISTS (
    SELECT 1
    FROM supplier
    WHERE sp.num = supplier.num
)
[download]

If you have to execute that from Perl, just put the whole thing in a $dbh->do(...).

Update
The SELECT * INTO form is non-standard SQL that's supported only a few places (Sybase comes to mind). The equivalent in standard SQL, presuming sp and sp_err have the same columns, would be:

INSERT INTO sp_err
SELECT * FROM sp
WHERE NOT EXISTS (
    SELECT 1
    FROM supplier
    WHERE sp.num = supplier.num
)
[download]

As to "moving" rows: your original post didn't do that: it only inserted rows into sp_err. As to why it didn't work, see my reply elsewhere in this thread.