There may well be a more elegant way to do this than mine, but if your using Unix/Linux, you may have some success with the tee command. Something along these lines:

#! /usr/bin/perl

use strict ;
use warnings ;
$|++ ;

my $logfile = 'my_log.txt' ;

open STDOUT, "| tee $logfile" ;
open STDERR, ">&STDOUT" ;

print STDOUT "I'm going to standard output.\n" ;
print STDERR "I'm going to standard error.\n" ;
[download]

Both messages go to the console, and to the log file.

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