To enable FastCGI on a your account, simply add "AddHandler fcgid-script" , and the extension you want, into your .htaccess file.
PHP is already configured to work right away.
For other programming languages, you are required to use a dispatch file. (A dispatch file is a file which loads an application into memory. This is included as part of your application. There may be several dispatch files, depending what you want, such as fsat-cgi.)
Note: Once you enable fastcgi, your site will only use HostGator's php.ini settings. If you have a custom php.ini file, it will not be used.