it's really hard to say w/out seeing the script.. The most I can say is to play with it for a bit to see what is going on. The easiest way to do this (particularily if the server is a unix type machine (i've not tested such a thing on a windows platform) ) is to run the cgi from the cmd line. CGI.pm will allow you to run it, will ask for parameters before running the script, type ctrl-D to end the parameter section and the script will run. From here, you can see if anything is printing before the header section. If it is, you can try and hunt down what exactly is printing.
-Syn0