I didn't get any pop-up during the install. I used ActiveState's PPM to install it, and it said it completed successful.

The error was produced when I ran my cgi script, calling DBI->connect()

In ~\site\lib\auto\DBD\Pg there is:

.packlist
Pg.bs
Pg.dll
Pg.exp
Pg.lib
Pg.pdb
[download]

I've added the following libraries to the post-following directories:

comerr32.dll
gssapi32.dll
k5sprt32.dll
krb5_32.dll
libeay32.dll
libiconv2.dll
libintl3.dll
libpq.dll
ssleay32.dll
[download]

Directories:

c:\Windows
c:\Windows\System32
c:\Program Files\PostgreSQL\8.4\bin
c:\Program Files\Perl\site\lib\auto\DBD\Pg
[download]

I tried looking into DynaLoader, but didn't traverse it that well -- hoping someone else already had this problem (and a solution).