Fist, some (hopefully) constructive criticism of your post:

• It's usually a good idea to include example code to demonstrate how you're attempting to do something. If there's a flaw in your methods we can tell you how to correct them.
• It's also a good idea to explain how something is not working. Often, something that is described as "not working" is just not working like you expected it to.

Since you didn't explain the how, I'll assume that you're just printing the Location header. This may work fine with some browsers, but if I remember correctly, the standard is to include a Status: 302 msg, and some browsers may not handle a Location header without the status message (this is from foggy memory).

You should be using CGI to parse queries and handle headers. Here's an example of the output of CGI's redirect() method:

$ perl -MCGI=:standard -e 'print redirect("http://foo")'
(offline mode: enter name=value pairs on standard input)
Status: 302 Moved
Location: http://foo
[download]

To do this in your program:

use CGI qw/:standard/;
print redirect("http://foo");
[download]

Hope this helps.

Update:

Minor correction (...without the status message)