See Perl web browsers. It mentions ways to use CGI without a web server in a couple of the posts. Since it sounds like you're willing to do things the right way, you probably shouldn't use an interface that requires a browser, but other's have made it sound like you'd need a web server for CGI, and that's not true.

On the other hand, I already have an HTML form-based interface for a script, and it's pretty complex, so I'm still thinking of using it for the non-web version of the interface. I think I'll be doing that by embedding VBScript in the HTML to write the form data to a file, then have the script I'm submitting to read the file since it won't be able to read the form data in the normal cgi way. But I'm still looking for free server emulators that would save me the trouble of creating something with VBScript.