Where to get Pg.pm?

Hi, all:
I've got an error message when
--------------------------------------------------
$ MasterInit master
Can't locate Pg.pm in @INC (@INC contains:
/usr/lib/perl5/5.8.0/cygwin-multi-64i
nt /usr/lib/perl5/5.8.0 /usr/lib/perl5/site_perl/5.8.0/cygwin-multi-64int
/usr/l
ib/perl5/site_perl/5.8.0 /usr/lib/perl5/site_perl .) at /usr/bin/MasterInit
line9.
BEGIN failed--compilation aborted at /usr/bin/MasterInit line 9.
--------------------------------------------------
and I don't know where to get (or how to generate) Pg.pm...
any ideas?

Sephiroth