I downloaded it from PPM as I'm using Perl v5.8.7 from ActiveState.
Out of desperation, I tried to re-install DBI and DBD::Oracle,
by downloading the zip files from cpan.org
and doing MakeFile and nmake,
but I've just gotten many other error messages,
such as:

Using Oracle in C:/oracle/ora92
DEFINE _SQLPLUS_RELEASE = "902000100" (CHAR)
Oracle version 9.2.0.1 (9.2)
Found oci directory
Using OCI directory 'oci'
Found oci/lib/MSVC/oramts.lib library

      Unable to find required Oracle OCI files for the build.  Please 
+check
      that you have your OCI installed in your oracle home (C:/oracle/
+ora92)
      directory and that it has the following files (and probably more
+):

        C:/oracle/ora92\oci\include\oratypes.h
        C:/oracle/ora92\oci\lib\MSVC\.lib

      Please install OCI or send comments back to dbi-users@perl.org
      if you have an OCI directory other than oci.

      Alternatively, if you're using ActiveState perl on Windows try
        ppm install ftp://ftp.esoftmatic.com/outgoing/DBI/5.8.3/DBI.pp
+d
        ppm install ftp://ftp.esoftmatic.com/outgoing/DBI/5.8.3/DBD-Or
+acle.ppd

       at C:\Perl\lib\DBD-Oracle-1.18\Makefile.PL line 258.
[download]

So, gathering what I have heard from the ChatBoard
and other web sites I've found and the above error,
I think you need the full developer version of Oracle,
in order to run DBD::Oracle.
The developer next door (he's not a Perl person)
told me that my machine does have OCI because
I am using SQL plus and Toad,
but we've concluded that there are other Oracle files
that Perl needs in order to run this module.