Internet explorer viewing options, run script but was prompted to download

[itshardtogetone]

Hi,
I use internet explorer 7.0 to browse the website.
I upload a simple script, helloworld.cgi, to my website but when I ran the 
script by typing the url, www.myurl.com/cgi-bin/helloworld.cgi, instead of 
executing the script, I was prompted to download the script.
What must I do.
Thanks