How do I save a file using the response header filename with cURL?

This question relates to the command line version of cURL.

I'm trying to download a file from a CGI script.

http://example.com/perl/dl.pl?ID=2

Using a browser the filename comes up as remotefilename.gz. cURL wants to save the file as dl.pl?ID=2.

How do I get cURL to save to a file with the filename from the response header?