You need at least nginx version 0.8.21 (Debian Squeeze's nginx version is 0.7.67) with PHP-FPM (not available for Debian Squeeze), and for CGI support you need to install fcgiwrap (take a look at chapter 4 on http://www.howtoforge.com/serving-cg...buntu-11.04-p3
). Thttpd is not supported.
You can find a description for the setup for Ubuntu in the manual. If you find a PHP-FPM package and an nginx package > 0.8.21 for Squeeze, the setup should work there as well (it does for Debian Testing).