Ooooh, modules that try and be too clever and try and run CPAN.pm for you to install dependencies instead of using the oh-so-useful-and-that's-what-it-is-there-for PREREQ_PM annoy me too. And all the DBD modules which assume you have DBI installed and die during the Makefile generation otherwise. Bah!
use DBI;
in Makefile.PL.Unfortunately that will of course cause it to die unless DBI is installed.
The proper[tm] way is to install the DBD-Bundle, which would include DBI and other required modules, and thus remove your problem. Several DBD's have bundles, eg CSV, Informix and mysql. Some haven't: Oracle, <blush type="flaming red"> Ingres</blush> and too many others.
I have to say that the YAPC::Europe 2001 CD has come in very hand on a couple of occasions though
At the very least though, the make should have the decent to ask whether you want to connect to CPAN or not.