That usually means the cgi script it's fetching isn't producing a valid header. Three obvious things to check:

1. Is the url correct? Try printing $uri and exiting the script, and see what it's trying to fetch.
   
2. Try checking your server logs ('/var/log/apache/error.log', for example) - what do they say?
   
3. If you literally just c&p'd the code, check the shebang is pointing to where you have Perl installed, and that the modules are all there (see if 'perl -M'LWP::UserAgent' -V' gives an error)