CGI Error Message

I'm using PHP4 on Windows 2000 Server SP4 (with MSSQL). Here has one thing is very strange, I use header("Location:http://xxx.xxx.xxx.xx") to redirect address, when execute the same page with same operation processes and arguments, I will got CGI Error message sometimes. I can't found out what's happened and thanks for any advice!! Here is the CGI Error message source code: <head><title>Error in CGI Application</title></head> <body><h1>CGI Error</h1>The specified CGI application misbehaved by not returning a complete set of HTTP headers. The headers it did return are:<p><p><pre></pre>