Здравствуйте. Сделал по примеру из webkit многопоточный FastCGI:
#include <iostream>
using namespace std;

#include <stdio.h>
#include <windows.h>

#include "aolexp.h"
#include "fcgi_config.h"
#include "fcgiapp.h"

const int threadscount = 10;
CRITICAL_SECTION acceptrsection;

int __stdcall ServerThread(void*){
    int acceptrresult;
    FCGX_Request request;
    FCGX_InitRequest(&request, 0, 0);
    for(;;){
        EnterCriticalSection(&acceptrsection);
            acceptrresult = FCGX_Accept_r(&request);
        LeaveCriticalSection(&acceptrsection);
        if(acceptrresult<0)
            break;
        FCGX_FPrintF(request.out,
            "Content-type: text/html\r\n"
            "\r\n"
            "<title>FastCGI Hello! (multi-threaded C, fcgiapp library)</title>"
            "<h1>FastCGI Hello! (multi-threaded C, fcgiapp library)</h1>");
        FCGX_Finish_r(&request);
    }
    return 0;
}

int main(){
    InitializeCriticalSection(&acceptrsection);
    FCGX_Init();
    DWORD tid;
    for(int i=1; i<threadscount; i++)
        CreateThread(NULL, 0, (LPTHREAD_START_ROUTINE)ServerThread, NULL, 0, &tid);
    ServerThread(NULL);
    return 0;
}

Потом настроил в конфигах сервера
fastcgi.server             = ( ".e" =>
                               ( "localhost" =>
                                 (
                                    "socket" => "TMP/exe-aols.socket",
                      "bin-path" => "/cygdrive/f/aols/aols/aols.exe"
                                 )
                               )
                             )

Проблема в том, что программа вообще не "спаунится" сервером. Т.е. он что-то там делает:

2010-03-31 22:56:35: (log.c.166) server started
2010-03-31 22:56:35: (mod_fastcgi.c.1367) --- fastcgi spawning local
        proc: /cygdrive/f/aols/aols/aols.exe
        port: 0
        socket TMP/exe-aols.socket
        max-procs: 4
2010-03-31 22:56:35: (mod_fastcgi.c.1391) --- fastcgi spawning
        port: 0
        socket TMP/exe-aols.socket
        current: 0 / 4
2010-03-31 22:56:35: (mod_fastcgi.c.1391) --- fastcgi spawning
        port: 0
        socket TMP/exe-aols.socket
        current: 1 / 4
unknown listenType (0)
unknown listenType (0)
unknown listenType (0)
unknown listenType (0)
unknown listenType (0)
unknown listenType (0)
unknown listenType (0)
unknown listenType (0)
unknown listenType (0)
unknown listenType (0)
2010-03-31 22:56:35: (mod_fastcgi.c.1391) --- fastcgi spawning
        port: 0
        socket TMP/exe-aols.socket
        current: 2 / 4
unknown listenType (0)
2010-03-31 22:56:35: (mod_fastcgi.c.1391) --- fastcgi spawning
        port: 0
        socket TMP/exe-aols.socket
        current: 3 / 4
unknown listenType (0)
unknown listenType (0)

Но программы нет в списке процессов и соответственно на запросы она не отвечает... Может кто знает в чем проблема...