newbie install problem

[ORP]

Hi all,
I hope I'm in the right spot to ask this.
I've recently aquired vBulletin and am attemping to make it work.
When downloading the product they ask about cgi, "do you need the 'she bang' path for your cgi to run?"
I don't know if I need this or not.
I downloaded without the path info for cgi since my host has cgi stuff available from my admin panel.
I've uploaded the software and modifed the config.php file.
Now I try to run the install.php script and get nothing, so I'm back to wondering if I needed that cgi path ...since I have no clue what else might be wrong.
When I point to the install.php file I get a blank page.

I have cgi and scgi dirs under my www site ...i'm not sure if my vBulletin files should go there or where?

Also I have this option under cgi panel on my admin control panel (cpanel 6) which says: Simple Cgi Wrapper
This is a cgi wrapper that will allow you to run cgi scripts with your userid.

do I need this for vBulletin to run?

Also, if you don't mind, tell me for sure if I need cgi. I'm do not understand the cgi / php connection (i bet that is obvious from this post).

I'm hosting on a Linux box, if that makes a difference.

Thanks!
the newest newbie on the block:
Orp.