WordPress MU

I am installing on a server that is running freebsd, and so php is actually running in a cgi wrapper, from a file called php.cgi in the cgi-bin directory.

When I ran the install everything went fine, except that all of the path names for the base url, additional blogs when they are created, etc, all ended up with the (incorrect) cgi-bin/ folder in the path:

eg http://mymaindomain.com/cgi-bin/

Activation email: http://mynewblog.mymaindomain.com/cgi-bin/wp-activate.php?key=43543

How can I fix this prior to install and afterwards so that it is not adding the cgi-bin to my paths everywhere please?

Thanks in advance for any insights you may offer!
Earthman

ps: mymaindomain.com is not actually my domain, it is for example only

FYI - When I remove the cgi-bin out of the url, all the pages seem to load and work just fine....