Well you need to have make, or one of its variants, installed.

Check out outside links for dmake (or nmake), which is a MS(comes with Visual Studio) version of make.

There's also the cygwin gnu version of make, but it's tougher to install.

Chances are you'll have problems installing DBI with make, so I would reccommend installing it using ActiveState's ppm(Perl Package Manager), but If i recall correctly, It is part of the standard installation (it's bundled).