Create the shell directory on your computer. This directory doesn't have to be a subdirectory of your document root directory.
From the Server Manager, choose the Programs tab.
Click the Shell CGI Directory link.
In the URL Prefix field, enter the URL prefix you want to associate with your shell CGI directory.
In the Shell CGI Directory field, enter the absolute path to the directory you created.
Warning: The server must have read and execute permissions to this directory. For
Windows NT, the user account the server runs as (for example,
LocalSystem) must have rights to read and execute programs in the shell
CGI directory.
Make sure that any files in the shell CGI directory also have file associations set in Windows NT. The server returns an error if it attempts to run a file that has no file-extension association.