My guess is that you have installed the mod incorrectly. I would have to see your db.cgi file to know for sure.

Please copy your db.cgi file to a web-accessible directory -- one where you would place .html files -- and rename it to db_cgi.txt. Then come back here and tell me where it is. I'll take a look and see if I can find the problem.

JPD
http://www.jpdeni.com/dbman/