Drupal problem with PHP as CGI?

I’ve installed Drupal a number of times on various private systems, but I’ve never had this issue before. When I run the install script, it redirects to www.mydomain.com/cgi-system/install.php and fails. Firefox says: “Firefox has detected that the server is redirecting the request for this address in a way that will never complete.” Does this have anything to do with PHP as CGI? I considered the One-Click easy install, but I need access to specific modules and administrative functions.