Xymon on Ubuntu not running cgi

I have set up xymon using apache2 and the apt-get xymon package on a VMware virtual host.  I have been able to get the main page to display and all the hosts I have added in the hosts file show up green.  But, if I click one of the statuses it attempts to download the cgi script.  Except In chrome it gives me the following page.


#!/bin/sh

# This is a wrapper for the Xymon svcstatus.cgi script

. /usr/lib/xymon/server/etc/cgioptions.cfg
 exec /usr/lib/xymon/server/bin/svcstatus.cgi $CGI_SVC_OPTS


I think it is a configuration issue in apache that is causing the problem but I have been unable to find it.

Thank you for any help,
Scott