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Just make sure you TEST YOUR APPLICATION in a FastCGI environment before completely changing your server or your website might be offline for a few hours, until you switch it back. Make sure EVERYTHING works. PHP Scripts and specially .htaccess mod_rewrite Apache commands.
Sorry I couldn't be more helpful, but I do wish you good luck. FastCGI does seem a lot faster, but I haven't switched to it yet because as I said my application is disfuntional with it. That might just be a problem with my hosting company.