Just keep the previous row in another variable, and do the comparison you described..

use Data::Dumper;
my $prev_data;
while (my $data = $sth->fetchrow_arrayref()) {
  if( $prev_data
    && $data->[0] == $prev_data->[0]
    && $data->[1] == $prev_data->[1]
    && $data->[2] == $prev_data->[2]
  ){
    print $data->[4];
  }else{
    print Dumper $data;
  }
  $prev_data = $data;
}
[download]

Some issues, however:

• Your sample select statement is only select'ing one column, but your code clearly expects at least 5.
• Consider using fetchrow_hashref() instead for clarity (to the reader, ->[0] doesn't mean anything, but ->{last_name} does).
• You may need to use the eq operator instead of == in some/all of your comparisons
• There's probably a pure sql way to do whatever you're trying to do .... maybe something like (can't given exact sql w/o exact details):

  SELECT t.col0, t.col1, t.col2, t.col4
  FROM mytable as t
    JOIN (
      SELECT col0, col1, col2, min(col4)
      FROM mytable
      GROUP BY col0, col1, col2
      HAVING COUNT(*) > 1
    ) as tmp ON
      tmp.col0 = t.col0
      AND tmp.col1 = t.col1
      AND tmp.col2 = t.col2
      AND tmp.col4 <> t.col4
  [download]

  Update: I just noticed the note "I have no control over the select statement that is issued" .. why not? Is the prepare statement you listed not representative of your actual code?