Well, whatever you're trying to execute has to have executable permissions for which ever user apache is running as to be run.
If the se.cgi file looks like this:
ls -l se.cgi
-rwxr-xr-x 1 root root 3502 Oct 2 2000 se.cgi
Then it is executable by everyone. If it looks like this:
-rwxr-xr-- 1 root root 3502 Oct 2 2000 se.cgi
Then only root can execute it. You likely just need to change to the owner of the file (likely root) and issue a command like this:
chmod 755 se.cgi
in the directory se.cgi is in.
Good luck.