You can't just copy DBI.pm. The best thing is to install DBI using apt-get or rpm or ppm or whatever package manager is available for your platform or with CPAN.pm or with a manual make install method. If you get stuck with using one of those, ask in the CB or post another question.

Even once it gets installed, you're going to have to make sure that your use lib directory is pointing to the right place, it should be an absolute path to your directoy, not a URL.

If you absolutely can not get it installed, there is a way to cheat and use a pure perl version of DBI and a pure perl version of the MySQL driver. You'd have to copy the entire lib directory from the DBI distribution, put $ENV{DBI_PUREPERL}=1; at the top of your script (before your use DBI statement) and then use the DBD::mysqlPP. driver. I do not recommend this, you're much better off installing the full DBI.