I can't think of any security issues that would arise from pulling files down in using a socket and HTTP directives, but keep in mind that if the sockets are not set up properly, you may leave ports open, so making sure that you close the sockets explicitly is always a good measure.
Also be sure to run perl with the Taint option if you plan on using the output from a remote location as the input on your script.
"are there any security issues involved in fetching a page in this way?"
It shouldn't be anymore of a security issue than retreiving it with Mozilla, or any other browser. As a matter of fact, I would worry more about Mozilla than Perl.
You have to learn how your firewall works. There is a difference between opening up a server on a port listening for connections, and using a port to receive from a connection which YOU initiated. It's called an 'established'
connection. One which you initiate, then open a port as part
of that established connection. Ftp works this way too. The next time you fetch a file thru http, with a conventional browser, type "socklist" (as root) and lookm at the sockets
and ports opened up to receive it.
I'm not really a human, but I play one on earth.