cgi-fcgi: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/bin/cgi-fcgi - from package: fcgi

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/bin/cgi-fcgi - from package: libfcgi0ldbl

You may install the required package with command apt-get install {package}

Error in other languages:
cgi-fcgi: bevel nie gevind nie
cgi-fcgi: comandă negăsită
cgi-fcgi: comando não encontrado
cgi-fcgi: commande introuvable
cgi-fcgi: command not found
cgi-fcgi: käsku ei ole
cgi-fcgi: không tìm thấy lệnh
cgi-fcgi: komanda nerasta
cgi-fcgi: Kommando nicht gefunden.
cgi-fcgi: kommandot finns inte
cgi-fcgi: komut yok
cgi-fcgi: nie znaleziono polecenia
cgi-fcgi: níor aimsíodh an t-ordú
cgi-fcgi: no se encontró la orden
cgi-fcgi: no s'ha trobat l'ordre
cgi-fcgi: opdracht niet gevonden
cgi-fcgi: parancs nem található
cgi-fcgi: perintah tidak ditemukan
cgi-fcgi: príkaz nenájdený
cgi-fcgi: příkaz nenalezen
cgi-fcgi: команда не найдена
cgi-fcgi: командата не е открита
cgi-fcgi: 命令找不到
cgi-fcgi: コマンドが見つかりません