** Start of listing of h-python.cgi **
#! /usr/local/bin/python
print "Content-type: text/plain;charset=us-ascii"
print
print "Hello, World!"
** End of listing of h-python.cgi **

Here is the directory entry for that file:
-rwx------  1 rem  user  103 Feb 28  2007 h-python.cgi
   ^ Note user execute permission needed for all CGI scripts.