If you are running your script in a persistent environment like a mod_perl script, you might want to explicitly load HTTP::Status to make sure all the subroutines are explicitly defined:

use HTTP::Status;
[download]

In the long run, LWP::UserAgent should explicitly have use HTTP::Status; in its code as bliako commented, because it uses elements from that module.

Update: The change has found its way into LWP::UserAgent and will be in some release.