Make sure when you upload the CGI file DO NOT upload in binary mode, instead use ASCII mode. Uploading in binary will cause the server not to recognize the scripts as executables. Most FTP clients will upload .pl or .cgi files in binary mode by default so you will need to change this. You will need to upload the scripts into your cgi-bin directory for security reasons, however they will execute from anywhere within your account.
The last step is to set the file permissions. This is otherwise known as chmoding and can be done from most FTP clients (select file then right click for popupmenu). Make sure you CHMOD your scripts to "755" otherwise you will get errors.