I'd use this:

use Carp qw(confess);
$SIG{__DIE__} = \&confess;
[download]

The choice whether to use croak or confess is yours, but croak hides information from you, confess doesn't. If the module might be buggy, confess is the better choice.

Update: The Carp documentation mentions perl -MCarp=verbose script.pl to force stack traces, or setting $Carp::Verbose in the script to "upgrade" croak to confess, so the difference isn't all that big.