Does it say anything went wrong when you do this (taken from they synopsis of LWP::UserAgent)?

if ($response->is_success) {
    print $response->content;  # or whatever

} else {
    die $response->status_line;
}
[download]

UPDATE: Wow. I'm reading through LWP::Parallel::UserAgent and I'm thinking that if you're not registering callbacks and things then you're probably looking for LWP::UserAgent or WWW::Mechanize instead.