Well
7 years after... sorry for exhumating this post, but a new release of the Perl DBD::Informix module has been released on 06/12/2011, and it works great if you meet the (easier than ever ) requirements.
You need an up to date CSDK ( 3.XX ) and ideally perl 5.14 ( 5.12 works fine though ), have sa running informix instance and the stores database available
Easy install with Linux, more tricky with Windows 32, and more more tricky with
windows 64.
to install, run
perl -MCPAN -e "install Bundle:

BI::Informix" and you get it!
Regards
Eric