There are three different modules and the one you should use is neither of the ones mentioned so far.
Pg is a non-DBI interface.
DBD::PgPP is a useful hack if you want to use DBI and can't install the real module.
DBD::Pg is the best way to access PostgreSQL from DBI. It is updated and maintained by a team from PostgreSQL. It may be a bit harder to install than DBD::PgPP, but is much better.