First there is no reason to store your php scripts in the cgi-bin.
Second you can do a couple things to stop this
1) turn directory browsing off.
2) create an index.html file that you place into every folder that tells people they cannot browse this folder.
3) if you can run php as index.php then you can create a php script and really scare people by say something like
You IP (000.000.000.000) has been recorded. If you attempt to directly access file lists on this server again we will report you to your ISP.
For a real kick you could do a who is and tell them who their ISP is as well.