I have a wordpress 2.3.3 install running on IIS. When I enable permalinks with dates and article names, then page, tags, and categories give the CGI error. If I choose the permalink option /index.php/archives/%post_id%, then all pages give the CGI error. The above fix seems to fix the problem when you get a CGI error during installation, but it has no effect on already working installs that fail when the permalink options are changed.