My guess is that you haven't set a mapping in your web.xml to match your filename. Here's a example snippet:

    <!-- The mapping for the CGI Gateway servlet -->

    <servlet-mapping>
        <servlet-name>cgi</servlet-name>
        <url-pattern>*.cgi</url-pattern>
    </servlet-mapping>
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The Tomcat-distributed example sets up a cgi-bin directory. You might look to see if that's what you defined, and try that instead. It's the more traditional approach.