Do you see it with this small example script:

use CGI qw/:standard/;

print header,
      start_html('A Simple Example'),
      end_html;
[download]

if so. Then I would say it's a configuration issue with your server (it could be set up to send headers also). What happens when you make the request outside of the browser. Sorry, I don't know how to do that in the windows world but in in *nix, you would use a tool like curl or lwp-request (be sure to invoke the program with the right option to see the headers).