I can install Perl 5.10.1 easily, just by downloading a source tar and using make, make test, make install, although that moves the default Perl to one side which is a bit suspect.

Yeah, don't replace the system Perl. See INSTALL for how to specify an alternate installation directory.

There is a copy of DBI/DBD.pm, but its in the directories for the old Perl 5.8.8

If you don't have DBI::DBD installed and you need it, what do you think the next step is? cpan normally handles dependencies, though, so I think there's something you're not saying.