You won't get an dialog unless you create it yourself: that's wholly a function of the user-agent.

Since you are setting the credentials before you make the request, you should already be passing an Authorization header. When the webserver sees the Authorization header, and that header has valid credentials, it doesn't need to challenge you, so it does not need to return a 401 status. It simply allows access to the resource. You get to skip that step in your program because you already know to pass the info.

Ensure that you're using the right realm in credentials, and turn on debugging (or use an HTTP sniffer) to look at the actual request. Check the access log of the web server to see what it did (such as returning a 403 Forbidden response).

If you want us to figure out what's going on with your script, you should give us the output as well as the code. Some of my advice in Troubleshooting Perl CGI scripts applies here.

Good luck. :)