For nph (non-parsable-headers, or something like that) CGI's, you need to construct all headers yourself, giving full freedom over what is being sent. With normal CGI, the _server_ interprets your Status-header, and will use it instead of its default "200" (OK) status => the Status header is not sent to the user agent.
With a nph CGI, you need to construct the first line of the response yourself.

# Normal CGI (The Status line is optional, the server will try to be i
+ntelligent and guess it)
Status: 302 Found
Location: foo
<blank line>

# NPH CGI
HTTP/1.1 302 Found
Location: foo
<blank line>
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2;0 juerd@ouranos:~$ perl -e'undef christmas'
Segmentation fault
2;139 juerd@ouranos:~$
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