Looks like two typographical errors (missing terminating semi-colon and the the second constructor prototype I listed looks half finished). It would be good to give a name to the parameters to as to hint at what they are intended for.
DLListNode(const T&, DLListNode<T>*
More typographical errors (missing terminating semi-colon), and more importantly, it looks like you are now providing names to the parameters, but forgot about the types.
void set(data, nextPtr, prevPtr)
Incidentally, remove the "using namespace std;" from your header file. Use fully qualified names in header files.