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If so you likely have more than just not found cgi-wrapper pages causing you trouble.
Make certain that you don't have the http://www.example.com in ANY Errordocument lines in your .htaccess file or httpd.conf file.
If you are not running Apache as a server you need to follow that servers documentation on properly seting up custom error handling.
This is an Apache example:
ErrorDocument 404 /include/404error.shtml