First of all, I would like to apologize to all for my previous sharp answers, but... I come from three days of debugging in a very large code, in order to discover the error.
And your first answers sound to me like "you are beginner, please learn SQL and DB management before asking"... not a great answer to have, after serveral days of hard debugging...

So excuse me for my previous roughness.

Then, I answer to Marto:

We aren't sure of anything.
Me too.. :-) so we are all Socratians... :-)
I'm asking to you, because I think you are more experienced than me... I thought that problem maybe occurred to something else and so I asked :-).

By the way, I think that is a very serious bug, and it affects many Red Hat versions (see below)...
So I thought it may be occurred to someone else.

if I will know the solution, I'm not be here to ask, but maybe to answer to someone else...
:-)
Did you check the change log and bugs relating to this old version of the module?
yes.
Maybe it is something like this:
Fixed DBD::Proxy handling of some methods, including commit and rollback.

Are you using the system Perl which shipped with RedHat?

I'm using the system which is shipped with CentOS 5 (Red Hat re-compiled for the community): it follows the Red Hat updates.

To Corion

Also, you could install a newer version of DBI yourself, as a test to check whether the error goes away.
Yes I will try via CPAN, before asking to sysadmin to update the package.