CGI / PHP (Phpstub) problems

Well, mathopd was easy to get up and running; but the CGI parts are 
really frustrating me.  Some CGI's won't run, yes, I read the FAQ but I 
don't have the source code (or I do, but don't want to muck with the 
source code) and it's been really frustrating.  How is it then, that 
CGI's usually run without problems under Apache without the HTTP/1.0 200 
OK ?

Also, I installed and ran phpstub, and it doesn't give me any errors, 
all it says is "document contains no data" and that's it.  Regardless 
which php page I run..

What am I doing wrong?

Albert