So instead of perl, I installed ActiveStaet Perl, but now onto the module question - would I need to reinstall DBI module and DB_file module (my scripts are using those modules) in order it to work for active state perl?

Yes. You need to re-install XS modules (= those modules with a DLL component — or the equivalent on other platforms than Windows) when using a different runtime of perl, even when it's a different version of the same origin: upgrade ActivePerl from 5.6.x to 5.8.x, and you'll have to reinstall all these modules, as these perls are not binary compatible.

The internals of the DLL files depend on the kind of compiler perl was built with — and these modules should be built with the same compiler — so when moving from, say, Cygwin Perl to ActivePerl, you need different copies for these modules. Even for the same version of Perl.