The download links work fine. The file does not have a .cgi extension. It has a .exe extension on Win32, otherwise it is just called 'mimetex' Rename it. Download it in binary mode. This is for linux. Change the path to sun|macosx|netbsd|freebsd......

[root@devel3 src]# wget http://www.forkosh.dreamhost.com/mimetex.exe/l
+inux/mimetex
--01:59:11--  http://www.forkosh.dreamhost.com/mimetex.exe/linux/mimet
+ex
           => `mimetex'
Resolving www.forkosh.dreamhost.com... done.
Connecting to www.forkosh.dreamhost.com[66.33.222.60]:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: 760,158 [text/plain]

100%[====================================>] 760,158      704.31K/s    
+ETA 00:00

01:59:13 (704.31 KB/s) - `mimetex' saved [760158/760158]

[root@devel3 src]# ls -al mimetex
-rw-r--r--    1 root     root       760158 Apr  7 09:58 mimetex
[root@devel3 src]# chmod 755 mimetex
[root@devel3 src]# ./mimetex
+---------------------------------------------------------------------
+--+
|mimeTeX vers 1.40, Copyright(c) 2002-2004, John Forkosh Associates, I
+nc|
+---------------------------------------------------------------------
+--+
| mimeTeX is free software, licensed to you under terms of the GNU/GPL
+, |
|           and comes with absolutely no warranty whatsoever.         
+  |
+---------------------------------------------------------------------
+--+
[download]