You don't chmod on a windows machine. There aren't file permissions like in Unix (there are permissions, but not the same way).
When you install apache, there will be a cgi-bin created in your apache directory. just put your scripts in there.
Have a look at the httpd.cong file, and all the comments will guide you on your settins.
default should be set to run cgi scripts, but if not, just uncomment the lines dealing with that (they're marked...just search for cgi)
Move your scripts to the cgi-bin,and call
http://localhost/cgi-bin/scriptname.cgi --mark