You need to output one other http header besides the Content-type:
Content-Length

This should be set to the length of your file (obviously). Also, you don't need the $_ which is the default for print. Try this:

$gif = "agif.gif";
$gifsize = (-s $gif);
print "Content-Length: $gifsize\n";
print "Content-type: image/gif\n\n";

open(GIFIMAGE, "$gif");
while (<GIFIMAGE>) {print; }; close(GIFIMAGE);
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Simple as that! If it still doesn't work, please let us know.