The server is expecting a CGI script, but your script doesn't follow the CGI protocol. Like the error message says, you're not sending the appropriate header. The safest thing to do is to use the CGI module.

use CGI qw( :cgi );
print(header(-type  => 'application/xml'));
... print XML here ...
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The above basically amounts to:

print("Content-Type: application/xml\n");
print("\n");
... print XML here ...
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