If you installed the mysql server that everybody installs:
sudo apt-get install mysql-server (or something like this)
you are missing a few extra files on which the makefile for this perl module depends.
You can try to work around this issue by installing the following package:
sudo apt-get install libmysqlclient-dev
REFERECE:
http://cpansearch.perl.org/src/RUDY/DBD-mysql-2.9008/INSTALL.html#configuration