[BlueOnyx:00666] CGIWrap Error: Execution of this script not permitted: Script file not found

[support]

OK, an odd-one I cannot work out...

I have created a real domain name vsite, the site browses fine (real...not
preview).
Cannot get CGI to work.
Whenever I browse http://www./domain.com/cgi-bin/test.cgi
I get:
CGIWrap Error: Execution of this script not permitted
Execution of (/home/.sites/XXX/siteX/web/cgi-bin/test.cgi) is not permitted
for the following reason:
Script file not found.

If I run the script command line, it comes back fine:
# ./test.cgi
Content-type: text/html

Hello, world!


------------------------------------------------------------
My "test.cgi" file contains:
#!/usr/bin/perl --
print "Content-type: text/html\n\n";
print "Hello, world!\n";


There must be something obvious I am missing?!

Thanks,
Charles