Setting up CGI-BIN in IIS 5.0

I need to migrate a website that is currenly hosted on a apache/unix server to a windows 2000/iis server. I have the files currenly copied onto a blank cd. Do I have to setup the CGI-BIN directory first before I move the files over or do i need a third party software to run the cgi files? Is there an easier way to complete this migration and keep the links working properly?