Since you are reading this, you have successfully uncompressed the tarball for wp.cgi.
So far so good.. :)
Now, edit all *.cgi files to get the right hashbang incantation for your perl interpreter
(e.g. #!/usr/local/bin/perl -w -- the default is /usr/bin/perl -w).
Next, move the files to the appropriate places for your web server.
Also make sure messages.[your_language].pm is located
in cgi-bin/languages.
Then, configure the program for your system with
wp_config.cgi.
Then it is highly recommended that you move it somewhere safe.
You may also want enable Access Control and Caching if you have the necessary perl modules (see wp-install-doc.html).
A shell script to do the install for you will be written someday, but you'll just have to be patient.. ;)
-- jb 26 Mar 2004