cgicc: fastcgi question

Good afternoon all,
I'm using cgicc to do fastcgi. I can't figure out how to set the error
code
though. How does one return a 404 using fastcgi?

This looks like the right routine:
 
*----------------------------------------------------------------------
 *
 * FCGX_SetExitStatus --
 *
 *      Sets the exit status for stream's request. The exit status
 *      is the status code the request would have exited with, had
 *      the request been run as a CGI program.  You can call
 *      SetExitStatus several times during a request; the last call
 *      before the request ends determines the value.
 *
 
*----------------------------------------------------------------------
void FCGX_SetExitStatus(int status, FCGX_Stream *stream)
 ...

But it doesn't work. I tried all the three streams in the request
structure:
FCGX_SetExitStatus( 404, request.out );

Any suggestions?