Hello Philippe,
Here is a link to the CGI tutorial we currently have on our website: http://zone.ni.com/devzone/conceptd.nsf/webmain/E8A8D4B9497A1E1E86256802007B8E06?opendocument. It is not step by step, but I think it will help you.
Also, if you need help with building your application into an executable, please look at the following knowledge base: http://digital.ni.com/public.nsf/websearch/17427B623FE6083F86256D1300705CFE?OpenDocument
I hope this helps.
Regards,
Jyoti F.
National Instruments
Also, if you need help with