Two ways off the top of my head:

# method 1 - always use an array:
while (my @values = fetchrow_array()){
  my $hash = ($values[0] => [ $values[1] ]);
  push (@{$hash{$values[0]}}, values[2])
}
[download]

or ...

# method 2 - switch scalars to arrays dynamically (good for other
# cases, not so good for yours, here for completeness only)

# rather than a simple push:
if (exists $hash{$values[0]}) {
  if (not ref $hash{$values[0]} or ref $hash{$values[0]} ne 'ARRAY') {
    $hash{$values[0]} = [ $hash{$values[0]} ];
}
push @{$hash{$values[0]}}, $hash{$values[2]};
[download]

I use the latter in more general cases where I want to default to a single scalar for most cases, and only fall back to arrays when I get the duplication. But the first one makes more sense in the code snippet you gave.

Update: Off-by-everything error in the inner if in method 2, noted by jdalbec. Replaced "eq" with "ne". (Off-by-everything errors are more common for me than off-by-one errors :->)