HTTP headers are the part of the webpage you don't see in your browser (usually); the special data describing the page to your browser software. HTTP headers are wehere you'd put redirects, information about whether a file is a PNG / HTML page / RAR archive, and where you say if the browser should open the file or present it as a download - as well as many other things. The full details are in RFC2616.
Make the file executable (chmod u+x header) and run with ./header
This will include the full details of redirects as and when they're performed, and should get a reponse more akin to that a browser receives when compared to the LWP method, which uses a different useragent string.