You should use:
fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
Or even better:
[code]location = /3.cgi {
fastcgi_pass fastcgiends;
include fastcgi.conf;
}[/code]
Posted at Nginx Forum: http://forum.nginx.org/read.php?2,157079,157324#msg-157324