The exact URL I typed is a valid URL, on a properly configured server. That is an example of what PATH_INFO should be returning.

Here's a semi-technical explanation:

When you use the URL http://198.66.49.185/phpinfo.php?action=failure , everything after the ? is in QUERY_STRING
So PHP has the following values:
$_ENV["SCRIPT_NAME"] = "/phpinfo.php"
$_ENV["QUERY_STRING"] = "action=failure

When you use the URL (when it is properly configured) http://198.66.49.185/phpinfo.php/action/failure , the server returns everything after the phpinfo.php to the script for processing.
$_ENV["SCRIPT_NAME"] = "/phpinfo.php"
$_ENV["PATH_INFO"] = "/action/failure"

The reason why yours is not working is due to this:

_ENV["SCRIPT_NAME"] /cgi-bin/php4.cgi
_ENV["PATH_INFO"] /phpinfo.php

It appears that they are using a handler ( http://www.rapidsite.com/services_freebsd.php - *PHP is installed as a CGI accessed through a handler - files using PHP4 should be named .php or .php4), and I'm not very familiar with that particular configuration.