Almost all web servers have a security mechanism in place to control which users can access which files. This ensures that if two users have websites hosted on the same server user A won't be able to modify user B's files.

This security mechanism is called "File Permissions". Each file or directory has specific permissions associated with it defining exactly which user(s) can access the file and what they are allowed to do with it (read, write, execute, etc).

For the purpose of installing a cgi script on your server, the important thing to know is that in order for the script to run it needs to have "execute" permissions set and in order for the script to be able to create and update any data files they need to have "write" permissions.

Unix based operating systems deal with permissions a little differently from Windows. So if you have a windows based server click "for Windows NT/2000" on the left menu bar, if you have a unix style server click "for Unix" on the left menu bar.

If you aren't sure which operating system your server is running you'll need to contact your web hosting provider.