I have now worked out how to add the CGI features, and Sitefinity is now running.
However, when I try to browse or edit my sites (which are still shown) I get a big red message:
Server Application Unavailable
The web application you are attempting to access on this web server is currently unavailable. Please hit the "Refresh" button in your web browser to retry your request.
Administrator Note: An error message detailing the cause of this specific request failure can be found in the application event log of the web server. Please review this log entry to discover what caused this error to occur.
Any hints on what to do now?