When storing binary data, it's always prudent to tell Perl that you intend to do so:

my $filename = "test.wma";
open FILE, ">", $filename
  or die "Couldn't create '$filename' : $!";
binmode FILE;
print FILE $response->content;
close FILE;
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You might be interested in using LWP::Simple instead if no other interaction is required :

use strict;
use LWP::Simple;
my ($url,$filename) = ('http://www.aoov08.dsl.pipex.com/test.wma', 'te
+st.wma');
my $result = getstore($url,$filename);
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