It sounds to me like the apache configuration is not set. In the apache configuration file, you should have something like:

# DirectoryIndex: Name of the file or files to use as a pre-written HT
+ML
# directory index.  Separate multiple entries with spaces.
# 
<IfModule mod_dir.c>
DirectoryIndex index.html index.htm index.cgi index.php
</IfModule>
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If the web sysadmin won't change it, then you MAY be able to set the index.cgi on a "per directory basis" with an .htaccess file. I have never tried it, Sample .htaccess file:

  <Directory "local directory">
      DirectoryIndex index.cgi
    </Directory>
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