The DBI module can be a bit of a pain to install. I'm assuming that you're installing as root and that all the environment variables are set up OK (e.g. the path to perl is set up, gcc can be found, etc.).

The standard install is the usual for any perl module:

perl Makefile.PL
make
make test
make install
[download]

If you can get as far as the make test then I'd recommend trying a make test TEST_VERBOSE=1. This will give more useful output on what is going on. If you still have problems may I suggest posting back with details of the DBI version and also the output of a perl -V.

Good Luck.