Python CGI problem: correct result, but incorrect browser response.

[Sullivan WxPyQtKinter]

title:Python CGI problem: correct result, but incorrect browser
response.

In one of my CGI program,named 'login.py', the script return a HEADER
to web browser:

Set-Cookie: sessionID=LAABUQLUCZIQJTZDWTFE;
Set-Cookie: username=testuser;
Status:302
Location:edit.py
(blank line)

but the IE prompted to let me choose to save the 'login.py'. When I
save it, the file is just the header. That means the IE failed to parse
the header. My IE has already enabled cookie read and write. I also
tried Firefox, but the result is the same. How does this happen?