Okay, to answer your last question first, your paths should look something like:

$mydir = "/home/sites/site9/web";

$progdir = "/home/sites/site9/web/cgi-bin/";

As to your first question, it's a matter of creating a subdirectory in your cgi-bin directory called ojauth. After you create this directory, set permissions on it (you can do this through your FTP program) to "777" (CHMOD 777 ojauth). (Your Web server should be configured correctly to prevent viewing of this directory from a Web browser, so 777 should be okay.)

Hope this helps,
John