Hello,
I believe you are missing some required libraries on your system. From your error message, it looks like libaio is missing.
You do not say what is your operative system, so please refer to this wiki page that lists the supported systems and the required libraries:
http://www.ibm.com/developerworks/wikis/display/im/DB2+9.5+for+Linux+-+Supported+Environments
In that wiki page, just check the details for your OS and it will tell you which .rpm or .deb packages to install.
I also found someone reporting the same error in Ubuntu 7 and installing libaio and libstdc++ solved the problem:
http://caos.di.uminho.pt/~db2/blog/14/2007/11/11/ubuntu-710-gutsy-workarround-for-ibm-db2-express-c/
- Vitor