Error during configuration of nginx with html and cgi-bin


I am configuring the nginx , I have added the following entry in

server {
listen 80;
server_name localhost;
include /etc/nginx/mime.types;
default_type application/octet-stream;

location / {
root /var/www/vendx/html_asp;
index index.html index.htm;

location ~ \.cgi$ {
gzip off;
include /etc/nginx/fastcgi_params;
fastcgi_pass  unix:/var/run/fcgiwrap.socket;
fastcgi_index index.cgi;
fastcgi_param SCRIPT_FILENAME  /var/www/vendx$fastcgi_script_name;

When I trying to login I am getting the following error in logs.

2012/01/09 14:42:29 [error] 21061#0: *1 open()
failed (2: No such file or directory), client:, server:
localhost, request: “GET
HTTP/1.1”, host: “”

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