Works fine for me on linux with 5.837:

$ perl -MLWP::UserAgent -e'LWP::UserAgent->new->get("http://www.raptor
+recoverynebr.org/Imm.%20Snowy%20Owl.jpg", ":content_file" => "image.j
+pg");'

{17} eric@fmdev10 [~/tmp]$ od -c image.jpg | head
0000000 377 330 377 340  \0 020   J   F   I   F  \0 001 001 001 002   
+X
0000020 002   X  \0  \0 377 333  \0   C  \0 005 003 004 004 004 003 00
+5
0000040 004 004 004 005 005 005 006  \a  \f  \b  \a  \a  \a  \a 017  \
+v
0000060  \v  \t  \f 021 017 022 022 021 017 021 021 023 026 034 027 02
+3
0000100 024 032 025 021 021 030   ! 030 032 035 035 037 037 037 023 02
+7
0000120   "   $   " 036   $ 034 036 037 036 377 333  \0   C 001 005 00
+5
0000140 005  \a 006  \a 016  \b  \b 016 036 024 021 024 036 036 036 03
+6
0000160 036 036 036 036 036 036 036 036 036 036 036 036 036 036 036 03
+6
*
0000220 036 036 036 036 036 036 036 036 036 036 036 036 036 036 377 30
+0

$ perl -MLWP::Simple -e'getstore("http://www.raptorrecoverynebr.org/Im
+m.%20Snowy%20Owl.jpg", "image.jpg");'

$ od -c image.jpg | head
0000000 377 330 377 340  \0 020   J   F   I   F  \0 001 001 001 002   
+X
0000020 002   X  \0  \0 377 333  \0   C  \0 005 003 004 004 004 003 00
+5
0000040 004 004 004 005 005 005 006  \a  \f  \b  \a  \a  \a  \a 017  \
+v
0000060  \v  \t  \f 021 017 022 022 021 017 021 021 023 026 034 027 02
+3
0000100 024 032 025 021 021 030   ! 030 032 035 035 037 037 037 023 02
+7
0000120   "   $   " 036   $ 034 036 037 036 377 333  \0   C 001 005 00
+5
0000140 005  \a 006  \a 016  \b  \b 016 036 024 021 024 036 036 036 03
+6
0000160 036 036 036 036 036 036 036 036 036 036 036 036 036 036 036 03
+6
*
0000220 036 036 036 036 036 036 036 036 036 036 036 036 036 036 377 30
+0
[download]

Could you disclose the URL in question? And perhaps the actual code you used?

Opening the resulting file in an editor I seem to see a ^M at the end of the lines

HTTP headers end with CR LF. On Windows, that's the standard text file line ending. On unix, LF is the standard text file line ending, so the "^M" is your editor trying to represent the CR.