Why am I getting a "Bad Gateway" error with my CGI Perl program in IIS?

I am trying to run a sample Perl script on Windows 7 and I configured IIS 7 to allow ActivePerl to run, but I am getting this error:

HTTP Error 502.2 - Bad Gateway
The specified CGI application misbehaved by not returning a complete set of HTTP headers. The headers it did return are "Hello World."

Module CgiModule
Notification ExecuteRequestHandler
Handler Perl Script (PL)
Error Code 0x00000000
Requested URL http: // localhost: 80 / hello.pl
Physical Path C: \ inetpub \ wwwroot \ hello.pl
Logon Method Anonymous
Logon User Anonymous

and here is my Perl script:

#!/usr/bin/perl
print "Hello World.\n";