Dunno that much about GD, but you can make your code more efficient like so:

use GD;

my $width = 800;
my $height = 600;

my $img = new GD::Image($width,$height,1);

#draw some shizzle
for (my $i=0; $i<=$width; $i++) {

  # calc $i colour only when $i changes
  my $icol = int(($i*255)/$width);

  for (my $j=0; $j<=$height; $j++) {

    # calc colorAllocate here and lose previous loop
    # also, no need to calc 3rd colour param 
    $img->setPixel($i,$j,$img->colorAllocate($icol,int(($j*255)/$heigh
+t),0));
  }
}

#output the picture
open(PICTURE, ">$test.png") or die("uh oh spaghettio");
binmode PICTURE;
print PICTURE $img->png;
close PICTURE;
[download]

<update>wasn't black to red...</update>

<update>...and we don't need @colors anymore...</update>