Got this to work.

SELECT * FROM perfmon WHERE Event_ID BETWEEN ('7034','7037')
[download]

The second question, "How do I work with dates in a CSV file when using DBI? Is there a quick hack or something else that I can use?", it is same as above; look at the following query: "SELECT * FROM perfmon WHERE Date_and_Time BETWEEN ('26/01/2010 20:05:51','27/01/2010 20:02:36') ORDER BY Date_and_Time DESC"

If you look at the data in the initial post, this query will have to return the following:
Expected rows:

'Information',26/01/2010 20:05:51,'Service Control Manager',7036,None,
+'The Multimedia Class Scheduler service entered the running state.'
'Information',27/01/2010 20:02:36,'Service Control Manager',7036,None,
+'The Application Experience service entered the running state.'
'Information',27/01/2010 20:02:35,'Service Control Manager',7036,None,
+'The WMI Performance Adapter service entered the running state.'
[download]

And it does return the same... :-)