Iv'e never heard of the "sig2dat" protocol.
Try a HTTP address, a HTTPS address or a FILE address and it will work.
so can the header function actually handle links that begin with sig2dat://
Possibly, if that protocol ever existed.
I had a browse on the net, and found out that sig2dat is a tool for using signatures (hashes) to share exact copies of a file with Morpheus 1.3.3, Kazaa, Grokster or iMesh.
It's not a valid internet protocol.