Works for me (Linux, Perl 5.10.0, lighttpd, SOAP::Transport::HTTP 0.710.08)

The Server.cgi script needs to be run by your local webserver. Please perform the usual checks:

• Examine webserver logs.
• Server.cgi can be executed by webserver (permissions, *.cgi registered, path: scripts/ exists and is enabled to run CGI scripts, ...).
• Pointing your browser to http://localhost/scripts/Server.cgi returns plausible result.
• instead of #!perl -w, use absolute path to your perl installation.
• Specify webserver port in proxy(...) (see client) if your webserver uses a non-standard port.
• ...