CGIDEV2 or IBM HTTP Server Issue

When I use the LOCATION HTTP header to redirect to another page in PHP, the
URL in the browser reflects the new location. For years, when I have
redirected using the LOCATION header from CGI using CGIDEV2, the new
location loads correctly, but the URL reflects that original page, not the
URL of the page that the header redirected to. I hope this makes
sense...here is a quick example:

mycgi.pgm redirects to newprogram.php.
My screen shows newprogram.php but my browser address bar (regardless of
what browser I use), shows mycgi.pgm.

That's not normal for redirects. This has never been a problem until
today. I am redirecting to a CGIDEV2 page to a PHP Page that uses Zend
Framework which expects the URL to be formatted a specific way.

For the moment I am going to proxy this thing through a simple PHP script
just to make sure my URL is right, but why is the URL wrong? Is this an IBM
HTTP Server bug and is there a work around? I can't imagine it has
anything to do with CGIDEV2...