Simple python web server doesn't execute CGI scripts

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http://unix.stackexchange.com – I set up a simple python web server by opening a terminal in a directory and doing python -m CGIHTTPServer There is a CGI script in the directory but when I type into the browser localhost:8000/script.cgi The CGI script is not executed but is downloaded instead. I chmod'ed the script to 755 but still the same. What am I doing wrong? (HowTos)