I'm using CWPpro version 0.9.8.312 pretty much out of the box. I installed the regular version on a VPS last week the paid for the Pro update, and this is what I got.
The problem I had is that cgi-bin scripts weren't working on any of my hosted domains. I checked the vhosts.conf and the ScriptAlias directives were there (okay, the path was missing a closing quote but that didn't matter and anyway has already been reported), but I kept getting the contents of my script files served rather than the output from executing them.
After entirely too long reading around about the ScriptAlias directive I thought to check for mod_cgi, and it wasn't loaded. The fix was to edit httpd.conf and uncomment
LoadModule cgid_module modules/mod_cgid.so
After restarting the Apache server, CGI scripts started to work.