$ ghci
GHCi, version 7.6.1: http://www.haskell.org/ghc/  :? for help
Loading package ghc-prim ... linking ... done.
Loading package integer-gmp ... linking ... done.
Loading package base ... linking ... done.
Prelude> :module Database.HDBC Database.HDBC.Sqlite3 
Prelude Database.HDBC Database.HDBC.Sqlite3> conn <- connectSqlite3 "test.db"
Loading package array-0.4.0.1 ... linking ... done.
Loading package deepseq-1.3.0.1 ... linking ... done.
Loading package bytestring-0.10.0.0 ... linking ... done.
Loading package containers-0.5.0.0 ... linking ... done.
Loading package transformers-0.3.0.0 ... linking ... done.
Loading package mtl-2.1.2 ... linking ... done.
Loading package old-locale-1.0.0.5 ... linking ... done.
Loading package old-time-1.1.0.1 ... linking ... done.
Loading package text-0.11.2.3 ... linking ... done.
Loading package time-1.4.0.1 ... linking ... done.
Loading package convertible-1.0.11.1 ... linking ... done.
Loading package utf8-string-0.3.7 ... linking ... done.
Loading package HDBC-2.3.1.2 ... linking ... done.
Loading package HDBC-sqlite3-2.3.3.0 ... can't load .so/.DLL for: libsqlite3.so (libsqlite3.so: cannot open shared object file: No such file or directory)
Prelude Database.HDBC Database.HDBC.Sqlite3> 

$ rpm -ql libsqlite3
/usr/lib/libsqlite3.so.0
/usr/lib/libsqlite3.so.0.8.6

Вполне возможно, что это также проблема libsqlite3. После ручной установки ссылки по типу

$ cd /usr/lib
$ sudo ln -s libsqlite3.so.0.8.6 libsqlite3.so

проблема решается. Даже не знаю, где это правильнее лечить...