I am sorry for the obvious question, but, in my experience, most problems people have when trying this procedure turn out to be simple ones, usually caused by them missing a step or two in the wiki instructions, so it is best to cover the obvious things first.
Let me just confirm again, the cgi-bin directory should be in the root of the web-directory for the domain or sub-domain.
If you have sub-domains configured as sub-directories of your parent domain (some ex-cPanel users prefer to do it this way), you need to install php for the sub-domain that requires it, installing it in the parent domain will not automatically provide the custom install to the sub-domain, even though it is configured as a sub-directory.
Also, some recent problems along these lines have been resolved by running the dos2unix utility on the install script and/or the .htaccess file to correct the CR/LF differences between the editor used and what is required.
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