I have download the mysql, dbd, ODBC, and other related modules from CPAN and copied it in the perl/lib and some in lib/win32 folder ..

That's not the proper way to install a module, and not sufficient for this module.

If you're using ActivePerl, the simplest way is probably to execute the following command from the command prompt:

ppm install DBD-mysql
[download]

Update: Oops, the install procedure I gave is for a the DBI driver for MySql, not Win32::ODBC. It's probably what you should be using anyway.