The perl ISAPI module prints the header fine for me, otherwise you would get an IIS error with an invalid heard error. All the scripts that I run like that one never use print header and they work. Example:

#!C:\Perl\bin\PerlEx30.dll -w
use strict;
use DBI;
my ($DBH, $STH, @Release);
$DBH = DBI -> connect ('dbi:ODBC:SQLServer', '', '') or die "$DBI::err
+str";
$STH = $DBH -> prepare (qq~select GameName, Console, ReleaseLocation, 
+LongDate from dbo.UpcomingReleases order by ReleaseDate asc~) or die 
+"$DBI::errstr";
$STH -> execute or die "$DBI::errstr";
while (@Release = $STH -> fetchrow_array) {
    print qq~<p>$Release[0]
<br />Media: $Release[1]
<br />Date: $Release[3]
<br />Location: $Release[2]</p>~;
}
$DBH -> disconnect;
[download]

Also if you go to the URL provided and look at the source code you will see it properly prints the line but never prints the query string. As for me trusting user input, I am not. This script will only be called via SSI inside html pages, I am only directly calling it to test it. As for printing the header "by hand" in that other script you link that one displayed a full page, this scipt gets data and displays it inline in an SHTML file.