use CGI;
use Archive::Tar;
use Compress::Zlib;

$tar=Archive::Tar->new();
$tar->add_files("my","list","of","files");
$gz=Compress::Zlib::memGzip($tar->write());

print "Content-type: application/x-gzip\r\n";
print header(-type => 'application/x-gzip');
print $gz;