How can I set "permissions" for my cgi script so it executes?
You can change your file's permissions with ws_ftp or with many other ftp programs.
In ws_ftp, upload your script to your cgi-bin, right click on it when it's on the server. Select "chmod", and set your permissions using the checkboxes.
Don't just click all the check boxes and set it to 777 - this won't work - make sure that the permissions of the script file and your directory are set no higher than 755, or user: read, write, execute; group: read, execute; other: read, execute (-rwxr-xr-x).
If you created a directory within your cgi-bin and put your script inside that directory, you need to set the directory's permissions to 755 too.