FastCGI returning "No Input File" instead of 404

[APseudoUtopia]

Hey everyone,

This seems like it would be easily solved, but I'm not sure how. I
just finished setting up PHP on my system. It runs fine. However, when
I browse to a page like
"http://domain.com/this-php-script-does-not-exist.php" it returns "No
input file specified" instead of a normal nginx 404 error. I'm trying
to get it to display a normal 404 error instead. I've tried toggling
the fastcgi_intercept_errors, which seems like it would fix the
problem, however it didn't work.

I'm running nginx stable, 0.6.37.

It seems that try_files would work somehow, but my understanding is
that try_files does not exist in 0.6.37?

My FastCGI config is below.

location ~ .*\.php$ {
	fastcgi_index index.php;
	fastcgi_ignore_client_abort off;
	fastcgi_intercept_errors off;
	fastcgi_pass 127.0.0.1:9000;
	fastcgi_read_timeout 10; # sec to wait for php-cgi to return data
	fastcgi_param SCRIPT_FILENAME /usr/local/www/web_root$fastcgi_script_name;
	include /usr/local/etc/nginx/fastcgi_params;
}

Thank you for any and all help.