I haven't used that phpESP package, but I downloaded it and picked through it. I can tell you what is going wrong... in your /survey/ directory there should be an index.php that doen't actually do anything but redirect to admin/manage.php . This script attempts to use $SERVER['SCRIPTNAME'] to obtain the directory of the script, however this is wrong on PHP4 when PHP4 is used as a CGI. There are two things you can do, either change the reference from ['SCRIPT_NAME'] to ['SCRIPT_URL'], or at the bottom of the script change the $url=sprintf(blah blah blah); line to just $url="http://mydomain.com/survey/admin/manage.php"; (using the example you gave)
Since I haven't actually used this app, I don't know why exactly this redirect exists, it may be that after you first use the script, it is supposed to redirect somewhere other than the manage.php script, in which case you might have to edit the file again to point to the new file. Also, there may be other places in the script where SCRIPT_NAME was used. You'll need to change these as well.