URL support for C5 - check fails. What is it?

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I install translated stable version of concrete5.

When i open index it says, that "URL support for C5" failed. "Concrete could not understand PATH_INFO or ORIG_PATH_INFO from your server".

What is it? How to fix it?

I have site hosted on VDS. nginx + php-fastcgi + mysql

Some info:

PHP 5.2.6-1+lenny13 with Suhosin-Patch 0.9.6.2 (cgi-fcgi) (built: Jul 1 2011 16:58:30)
Copyright (c) 1997-2008 The PHP Group
Zend Engine v2.2.0, Copyright (c) 1998-2008 Zend Technologies

Thanks in advance.