"are there any security issues involved in fetching a page in this way?"

It shouldn't be anymore of a security issue than retreiving it with Mozilla, or any other browser. As a matter of fact, I would worry more about Mozilla than Perl.

You have to learn how your firewall works. There is a difference between opening up a server on a port listening for connections, and using a port to receive from a connection which YOU initiated. It's called an 'established' connection. One which you initiate, then open a port as part of that established connection. Ftp works this way too. The next time you fetch a file thru http, with a conventional browser, type "socklist" (as root) and lookm at the sockets and ports opened up to receive it.