How do I connect to a MSSQL database using Perl's DBI module in Windows?
Use DBD::ODBC. If you just create a data source with the Control Panel -> System Management -> ODBC Data Sources -> System Data Source or User Data Source (those are the names as I remember them, but my XP isn't in English, so I can't check), then all you have to do is use the name of that data source in the DBI connect string.
my $dbh = DBI->connect("dbi:ODBC:$dsn", $user, $pwd, \%attr);
The difference between User and System data source is that the latter is usable by any user.