If it's not a paste-o, the line:

$mech->get("http://www.http://www.soundclick.com/mysoundclick");
[download]

jumps out as a likely candidate for causing misbehavior. Also, I believe setting the cookie_jar isn't necessary with mechanize (although if it is it'd be best to do so before making a request rather than after).

Update: Just to clarify, I believe if you want cookies within a session to be kept you don't need to do anything; if you want them to persist between invocations you need to set it to one of the on-disk cookie jar implementations.