What webserver are you using? Has the webserver's process owner permission to write in the /tmp ? Is the webserver running in chroot mode?

Those are the things I'd ask myself in order to diagnose this. one further thing you can do is instead of using CGI::Session, try to create a new file with the open command in the same location and see if you can, if you cannot you can read $@ to see what the problem was. This is usually a problem with permissions