There was some progress ...
Went to pgFoundry and downloaded the files under DBD-Pg-2.10.0-Perl5.8 : the .ppd and the .tar.gz
I think they were never really tested with Perl5.8 :
- the .ppd did not work, I had to re-arrange it (removing the <DEPENDENCY name="version" ...> line)

- the package itself did not work either, got at first crashes in Pg.pm because it stated 'use version;' and 'our version = qv(...' and neither are valid in perl 5.8
- after I took these out (not really needed) I got the "install_driver(Pg) failed : Can't load '...Pg.dll' for module DBD::Pg ..." error. After searching for wisdom on this error I found a solution : place all PostgreSQL dlls in the PATH. This indicates to me that the PostgreSQL dlls should be bundled with the DBD::Pg package because I want to run the perl script on a machine that does NOT have PostgreSQL installed but instead connects to a remote DB.
Anyway, after copying the relevant DLLs fron the PostgreSQL machine to the one where I want my perl script to run, I relaunched and ... (here it becomes interesting) ... it exploded with a Windows error msgbox saying :

"The procedure entry point Perl_sv_2iv_flags could not be located in the dynamic link library perl58.dll"