I've encountered the same problem, and this is how I managed to solve it...

Basically, create a new file called "index.shtml". Leave c.cgi within the cgi-bin directory. Then, inside the index.shtml file, put:

< !--#include virtual="/cgi-bin/c.cgi" -- >

The stuff in the quotations, as could probably be guessed, is the path to your CGI script. However, this method will make it show up when you go to the directory with index.shtml inside of it. (There must be no other "index" files in the directory, I'm pretty sure) The CGI will appear to be the home/main page. However, once a link is taken to itself, like "c.cgi?menu=1", it will show up as "cgi-bin/c.cgi?menu=1".

Hope I was helpful,
Spidy

P.S.-I'm fairly certain that inside the URL in the include, you can have something like "c.cgi?menu=1". You're also going to have to get rid of the spaces between < and !, and - and >.