Did you try using a capital "L" in Location?

print "Location: $url\n\n";
[download]

Alternatively, you might investigate using CGI.pm's redirect method:

use CGI;
my $query = new CGI;
print $query->redirect($url);
[download]

According to the docs, the redirect method uses both the Location: and the URI: headers--perhaps this will help?

Also, browsers don't generally like relative URLs in the Location: headers... try switching to absolute URLs if you're using relative.