The big problem here is that conceptually the Callbacks attribute is applied to the $dbh _during_ the $drh->connect() call, so you can't set a callback on "connect" on the $dbh because connect isn't called on the dbh, but on the $drh.
So a "connect" callback would have to be defined on the $drh, but that's cumbersome for the user and then it would apply to all future connects using that driver.
The best thing to do is probably to special-case "connect", "connect_cached" and (the already special-case) "connect_cached.reused".
To install DBI, copy and paste the appropriate command in to your terminal.
perl -MCPAN -e shell
For more information on module installation, please visit the detailed CPAN module installation guide.