sqlgrey fatal error

install_driver(Pg) failed: Can't locate DBD/Pg.pm in @INC (@INC contains: /usr/lib/perl5/5.8.7/i486-linux /usr/lib/perl5/5.8.7 /usr/lib/perl5/site_perl/5.8.7/i486-linux /usr/lib/perl5/site_perl/5.8.7 /usr/lib/perl5/site_perl .) at (eval 9) line 3.
Perhaps the DBD::Pg perl module hasn't been fully installed,
or perhaps the capitalisation of 'Pg' isn't right.
Available drivers: DBM, ExampleP, File, Gofer, Proxy, SQLite, Sponge, mysql.
 at /usr/sbin/sqlgrey line 775