Actually, this depends greatly on the server-side configuration. For apache, you can define in httpd.conf what files are considered "index" files. On mine, it will check for an index.html, index.cgi, or index.php. If you want to repoint to a CGI type file and index.cgi is not processed, try an index.html with a "refresh" metatag that points to a new page.
<META HTTP-EQUIV="Refresh" CONTENT="0; URL=/cgi-bin/index.cgi">