To the best of my knowledge neither CGI nor CGI::Simple give you a way to populate header information directly into their respective objects; they just pull it from ENV automatically. Those are the only two CGI-related modules I've personally worked with; there may be others. A quick experiment shows you can localize %ENV though:

#!perl -l
sub foo {
  local %ENV;
  $ENV{foo} = '1';
  print $ENV{foo};
}
foo;
print 'yes' if $ENV{foo} eq '1';
[download]

doesn't print "yes"