This error means that your script does't write correct HTTP header (mostly because it's terminates before writing any header).

Possible reasons:

• you did't

  print "Content-Type: text/plain\n\n";
  [download]

  But you said it does't help
• Sometimes (in my experience) the shebang string get corrupted. I mean some bad (invisible) symbols occur in it (at the end). Try to rewrite shebang string.
• Also it maybe permission problem

So one way to find the problem is try to run your script at shell and show us script output. It will be perfect if you run script from your webserver user account.