Did you compile and install PHP from source? If so, recompile it but this time run the configure-script without the --with-apxs switch:
This should generate a php binary (a file called 'php') in your <php-src-dir>. Simply copy this file to /usr/local/bin:
cp php /usr/local/bin
If you installed PHP from a binary package, try to find a CGI-version of the package, and install that one. What Linux distribution do you use?