Let's assume that you are using Apache. You can't do what you described because cgi-scripts are activated with a directive named ScriptAlias. This means that you (or the admins) are aliasing (mapping) the url of your script to a particular path. Basically, Apache translates every request beginning with /cgi-bin/... to <somepath>/... Therefore, if you omit /cgi-bin/ (like in your attempt), the httpd daemon does not recognize your scripts.

Activating Options +FollowSymlinks (or +SymLinksIfOwnerMatch) will not help you. Options +ExecCGI can be very helpful, because it asks Apache to run files marked as executable; but beware of the possible risks involved in this approach.

Hope this helps. Ciao, Valerio