but I'm guessing there is a more complete solution:
If you want to redirect requests for /index.cgi/ to /, then there's really no need for anything else. Note that RewriteEngine On is part of mod_rewrite, and the Redirect directive is part of mod_alias. You don't need the rewrite engine for the redirect to work. Also note that this is a 302 redirect, and it isn't a permanent one. You probably want to include either the 301 or permanent keywords in there:
Redirect 301 /index.cgi/ /
Additionally, the Redirect directive links two path nodes together, so any further paths appended to the source gets appended to the destination. So given the above, if you go to:
http://host/index.cgi/some/more/path.txt
The browser will get redirected to:
http://host/some/more/path.txt
If you don't want this, you can change the Redirect to a RedirectMatch and use a regular expression:
RedirectMatch 301 ^/index\.cgi/$ /