Premature end of script headers - Error

System

Hello, I have a cgi script (for a custom menu). This script is running under iw-home/httpd/iw-bin. When I execute this cgi I get an
'Premature end of script headers: /opt/iw-home/httpd/iw-bin/iw_cgi_wrapper.cgi' . What does this error mean? I did make sure that my cgi file is residing in the correct directory.
Any ideas/thoughts/inputs?

-Aparna