OK, here's a slightly less terse answer:

Use the object-oriented interface for CGI.pm, and then use the save method of that object to write out all of your data to a file. VERY basic structure:

use CGI;
my $q = CGI->new();

open FILE, "> cgi-data.txt" 
 or die "Can't open file for write: $!\n";
$q->save(FILE);
close FILE;
[download]

There's a lot more you'll need to look up to turn this into a useful application, but that should get you started.