> 1. Why when I use $PHP_SELF, I get the file referenced twice? Ex: in
> file hello.php I have
> 
> <?php
>  echo $PHP_SELF ;
> ?>
> 
> and the result is: /cgi-bin/hello.phpcgi-bin/hello.php

This one beats me... :) Try one of the 'other', like $SCRIPT_NAME and
see if it works the same...

> 2. I set up the following right from PHP.net FAQ:
> 
> <?php
> while (list($var, $value) = each($HTTP_POST_VARS)) {
>                echo "$var = $value<br>\n";
>            }
> ?>
> 
> but this does nothing. The FORM that is posted has four text INPUT's.

This one may be easy: are you using the 'name' attributes? e.g. you have
to use something like this on your form:
  <input type=text name=whatever ...>
                   ^^^^^^^^^^^^^
THEN you'll be able to refer to that field using $whatever and it will be
included in $HTTP_POST_VARS.

> This script is called from a JavaScript function that is called from an
> HTML FORM submit as follows:
> 
> function SubmitIt() {
>      top.frames["myframe"].location = '/cgi-bin/hello.php' ;
>       }
> 
> I understand that php4.0.4pl1 automatically track system variable ... ?
>

I don't think this will work: you're not actually submiting anything this
way; all you're doing is calling the script on another frame, and that will
probably not send any data along with it... If you want your results to 
appear in a diferent frame, you'll have to do it some other way, like
using redirects or something...

> 3. I cannot get the form submit to work with the above if I set:
> 
>     ACTION="<?php echo /cgi-bin/hello.php ?>"

I don't see why you want to do that: is the script name to be variable
depending on who is requesting the page? This is probably happening because
you're trying to use a tag ('<?') inside another tag ('<form...>')
If you MUST do it, try this instead:

<?
$script_name = '/cgi-bin/hello.php';
$form = '<FORM ACTION=" . $script_name . "etc...>';
echo $form;
?>
  ... rest of the form html ...

HTH,
  Madruga

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