Another webproxy with nginx ? Bad parsing of FastCGI for CGIProxy 2.1

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http://serverfault.com – I am open to other free software than CGIProxy, to permit from any workstation to access as many website as possible. But in my case, I am trying to make work web proxy : CGIProxy 2.1, with nginx-full 1.1.0-0~12~lucid1 (for passenger_root), fcgiwrap 1.0.3-1, libfcgi0ldbl 2.4.0-7.1ubuntu1 on an Ubuntu lucid (10.04) for my company. I got this error : [error] 21448#0: *1 FastCGI sent in stderr: "Cannot chdir to script directory (/custom_dir/proxy.mydomain.com/nph-proxy.cgi/20/x-proxy)" while reading response header from upstream, client:, server: proxy.mydomaincom, request: "PO (HowTos)