OK, I tried starting again, and I uploaded all the CGI files into a new folder, I called it CGI. (Perl is activated over the whole server, I think).
But I got the same error.
http://heavencalls.fiwh.com/ubb/cp.html It IS found though, if you put it in manually.
http://heavencalls.fiwh.com/cgi/UltBB.setup I just don't know what it could be. A server misconfig maybe?
