Shell CGI is a server configuration that lets you run CGI applications using the file associations set in Windows.
For example, if the server gets a request for a shell CGI file called hello.pl, the server uses the Windows file associations to run the file using the program associated with the .pl extension. If the .pl extension is associated with the program C:\bin\perl.exe, the server attempts to execute the hello.pl file as follows:
The easiest way to configure shell CGI is to create a directory in your server's document root that contains only shell CGI files. However, you can also configure the server to associate specific file extensions with shell CGI by editing MIME types from the Sun Java System Web Server. For more information on using the CGI, see Chapter 3, Using Common Gateway Interface, in Sun Java System Web Server 7.0 Update 7 Developer’s Guide