Before you install DBI make sure that you have first told PPM to look for packages at the ActiveState site. From the PPM command prompt type:

set repository ActiveState  http://www.ActiveState.com/PPMPackages/5.6
[download]

To test whether PPM is finding DBI type:

search DBI
[download]

Finally, if PPM returns a hit type:

install DBI
[download]

PPM sometimes fails when you go through a firewall, but I tried PPM for the first time today (yay!) and it worked great going through my corporate firewall.