Gem installation of fcgi appears to be broken

____
Building native extensions.  This could take a while...
ERROR:  While executing gem ... (RuntimeError)
    ERROR: Failed to build gem native extension.
Gem files will remain installed in
c:/ruby/lib/ruby/gems/1.8/gems/fcgi-0.8.5 for
 inspection.
  ruby extconf.rb install fcgi\nchecking for fcgiapp.h... no

Results logged to c:/ruby/lib/ruby/gems/1.8/gems/fcgi-0.8.5/gem_make.out
`````

Is there another way to get this installed?
--Tony