Note that freetds has to be compiled for iodbc, and DBD::ODBC does as well. Here is the install sequence I used recently:

 # Install libiodbc
wget http://www.iodbc.org/downloads/iODBC/libiodbc-3.52.3.tar.gz &&
  tar -xzf libiodbc-3.52.3.tar.gz &&
  cd libiodbc-3.52.3 && 
  ./configure &&
  make &&
  make install


 # Install freetds
wget ftp://ftp.ibiblio.org/pub/Linux/ALPHA/freetds/stable/freetds-stab
+le.tgz                                
tar -xzf freetds-stable.tgz && 
  cd freetds-0.63 &&
  ./configure -with-iodbc && 
  make && 
  make install
 

 # Configure odbc.ini
echo "[pcas2006]
Database=pcas2006
Server=10.10.10.164
TDS_Version=8.0
Port=1433
Driver=/usr/local/lib/libtdsodbc.so" > /etc/odbc.ini


 # install DBD::ODBC
perl -MCPAN -e'get DBD::ODBC' &&
  cd ~/.cpan/build/DBD-ODBC-1.13 && 
  export ODBCHOME=/usr/local &&
  perl Makefile.PL &&
  make &&
  make install
[download]

Which DBD module were you using with DBI? Can you show us your connection code? What connection errors are you getting?

Assuming that by "SQL server" you meant Microsoft SQL Server, have you looked at DBD::ODBC?

Connecting to SQLServer from a Unix environment is non-trivial, if you don't have an ODBC engine. The way some people (like me, on a Solaris platform) do it is to use FreeTDS and pretend it is a Sybase database (I guess SQLServer is still sort of Sybase-like under the covers) using DBD::Sybase. Anyway, Super Search is your friend -- there are several good nodes on this topic.

Accessing Microsoft SQL Server from Linux using DBD::Sybase is probably a good place to start.