Following the instructions at http://wiki.dreamhost.com/index.php/Django, I got Django running under FastCGI. But the login form points to the wrong URL: instead of pointing to http://django.example.com/django-admin.fcgi/admin/, it points to http://django.example.com/admin/.
The reason is found in django/core/handlers/wsgi.py, where the WSGIRequest class's __init__() sets self.path equal to environ['PATH_INFO']. The request.path value eventually makes its way to the login template, which uses "app_path" as the form submission URL. In a CGI environment (including FastCGI), PATH_INFO contains the path referenced *after* the script name (here, "/admin/"). SCRIPT_NAME contains the path to the script (here, "/django-admin.fcgi". To construct a proper self-referential URL, you need to concatenate SCRIPT_NAME and PATH_INFO to obtain, in this case, "/django-admin.fcgi/admin/".