I figured it out....This is actually two steps.
1. In fatty admin, under "feeds", you have to make sure the path to "feedsearch_ssi.cgi" is correct. It MUST be the FULL server path.
Like this, for instance...
home/server_domain_name/public_html/cgi-bin/bb/feedsearch_ssi.cgi
2. The SSI tag must locate this path properly. For instance, since my pages were in a sub-folder (one level down from the root folder) my tag had to be formatted like this:
<!--#include virtual="../cgi-bin/bb/feedsearch_ssi.cgi?channel=7&keywords=football%20shoes&mode=exact&random=1" -->
Notice the ../ in the beginning. That tells the code that this particular page is one level down from the root.
For two levels down, the code would be ../../
I hope this helps....
Blessings,
Ed