Al intentar instalar passenger a partir de la gema, me he encontrado con un error rarísimo. He estado un rato intentando ver que podía ser.
Al final me he cansado y he probado a cambiar la versión de rubygems de la 1.0.1 a la 1.3.1 y se ha instalado correctamente.
El error era el siguiente:

# gem install --no-ri --no-rdoc passenger
Bulk updating Gem source index for: http://gems.rubyforge.org
Building native extensions.  This could take a while...
ERROR:  Error installing passenger:
	ERROR: Failed to build gem native extension.

/usr/bin/ruby1.8 extconf.rb install --no-ri --no-rdoc passenger
checking for fcgiapp.h... no
checking for fastcgi/fcgiapp.h... no
*** extconf.rb failed ***
Could not create Makefile due to some reason, probably lack of
necessary libraries and/or headers.  Check the mkmf.log file for more
details.  You may need configuration options.

Provided configuration options:
	--with-opt-dir
	--without-opt-dir
	--with-opt-include
	--without-opt-include=${opt-dir}/include
	--with-opt-lib
	--without-opt-lib=${opt-dir}/lib
	--with-make-prog
	--without-make-prog
	--srcdir=.
	--curdir
	--ruby=/usr/bin/ruby1.8
	--with-fcgi-dir
	--without-fcgi-dir
	--with-fcgi-include
	--without-fcgi-include=${fcgi-dir}/include
	--with-fcgi-lib
	--without-fcgi-lib=${fcgi-dir}/lib

Gem files will remain installed in /usr/lib/ruby/gems/1.8/gems/fcgi-0.8.7 for inspection.
Results logged to /usr/lib/ruby/gems/1.8/gems/fcgi-0.8.7/ext/fcgi/gem_make.out