I know that this is the possible with the LWP library. Install libwww-perl and look at its documentation. For a concrete example of a program that keeps interactive track of progress while it is downloading, you can study lwp-download.
For some reason I think of LWP as a browser substitute, I have used it for HTTP requests a number of times. I even have the Perl & LWP book here. I have looked at the code for lwp-download and I think I need to go.