It should already be enabled in a /cgi-bin directory (for paid hosting anyway) or even activated in every directory.
If your cgi's aren't running at all, then you'll likely have to rattle the cage of your hosting people. The main cgi setup needs root access to change. Often, it can't even be touched through telnet for security reasons.
see:
http://httpd.apache.org/docs/howto/cgi.html
(assuming your web server is apache of course)
HTH