Well, it's LWP::UserAgent that handles the browser-like functions, but the script (or module) shouldn't "die" (in the literal Perl sense) just because it can't connect. The only case I'm aware of where the module will die is documented in the "Known Issues" section of the WWW::Myspace Perl docs (I think it has to do with commenting a non-friend or something).

Can you post the actual error message you get when it dies? (I know that might be tricky to nail down).