I use Godaddy hosting and found that CGI Server-Side Includes were not working. What I did was added
Options -Indexes FollowSymLinks Includes +ExecCGI
to my .htaccess file and they all worked just fine. (the +ExecCGI is the option that made the difference)
I called the script like this:
<!--#include virtual="/cgi/calendar/calendar.cgi?calendar=default&template=ssi.html&duration=31d" -->