MediaWiki do not like server running PHP as fastcgi...

But there is a always a workaround: ;-)

1. create a file .htaccess in the root folder of your Wiki

RewriteEngine On
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule ^(.*)$ /wiki/index.php?title=$1 [L,QSA]

2. open the file LocalSettings.php and activate ugly URLs
#$wgArticlePath      = "$wgScript/$1";
$wgArticlePath      = "$wgScript?title=$1";

Some URLs in my Wiki are still not working, that's because they are hardcoded inside the code. I will move to the newest mediawiki version soon.