Have you tried the print Location trick? Although I think it falls into the same boat as the header discussion by others.

#!/usr/bin/perl

$url1 = 'http://zentara.zentara.net';
$url2 = 'http://zentara.zentara.net/~zentara';

if ($ENV{'HTTP_USER_AGENT'} =~ /Mozilla/
and not $ENV{'HTTP_USER_AGENT'} =~ /compatible/i ) {
print "Location: $url1\n\n";
} else {
print "Location: $url2\n\n";
}
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