Is your Links SQL running otherwise? Can you add links manually?

If not, then DBI.pm is not available on your system.

If Links _is_ working, then for some reason it's not passing the path to DBI.pm properly.

If it's the first problem -- you need to add it, or have your ISP add it.

If it's the second... the fix varies a bit by installation (sometimes just putting the path to DBI.pm in a use lib statement will work).