use LWP::UserAgent;
use Compress::Raw::Zlib;

sub mkGunz
{
    my $gun = new Compress::Raw::Zlib::Inflate(
                WindowBits => WANT_GZIP);

    return 
        sub 
        {
            my $out;
            my $status = $gun->inflate($_[0], $out);

            if ($status == Z_OK || $status == Z_STREAM_END)
            {
                print $out;
            }
            else
            {
                die $status;
            }
        } ;
}


my $ua = LWP::UserAgent->new;
my $URL = 'http://whatever/';


my $res = $ua->request(HTTP::Request->new(GET => $URL), mkGunz());