Yes: there are many ways to install modules but the easiest is proably "perl -MCPAN -e 'shell'" and then typing "install DBD::Oracle" at the cpan prompt.
More on installing modules can be found in tachyon's Tutorial: A Guide to Installing Modules
Update: I'm not one to tell people, in a thread, why I've -- them, but I believe it is important this time - please stop starting threads with one name titles (this is at least the third time). This is not very discriptive and makes it harder for those using Search or Super Search, who might have the same problem as you.
"Cogito cogito ergo cogito sum - I think that I think, therefore I think that I am." Ambrose Bierce
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