Here is a demonstration of what the others are talking about

use WWW::Mechanize;
my $ua = WWW::Mechanize->new( autocheck => 1 );
$ua->show_progress(1);
$ua->mirror( q{http://example.com/} , q{} );
__END__
** GET http://example.com/ ==> 200 OK
Cannot rename '-4056' to '': No such file or directory
[download]

the empty string is not a valid filename