You must log into your server as 'Root' from the server console (Cannot use WS-FTP or any other FTP client with SME Server). If the command line window is not showing, hit the ALT-F2 key.
Place your cgi script in your cgi-bin directory and enter the following command:
chmod a+x /home/e-smith/files/primary/cgi-bin/your_script_name_here
Logout of the server and gateway (if installed) and this will make your script executable.
Added Note: The root directory of your server is /home/e-smith/files/primary.
In order to use the script you must reference it as follows:
FORM METHOD="POST" ACTION="/cgi-bin/your_script_name_here"