1. .htaccess
    1. Directory Index
    2. Options
    3. Add Handler

.htaccess

Directory Index

http://httpd.apache.org/docs/2.0/mod/mod_dir.html#directoryindex

The DirectoryIndex? should be point to your handler file. You can rename the handler file (for example: CGI_Handler.py) to index.py 

DirectoryIndex /cgi-bin/PyLucid/index.py

Options

http://httpd.apache.org/docs/2.0/mod/core.html#options

Execution of CGI scripts permit. You must set the file rights (chmod 755), too. 

Options +ExecCGI

Add Handler

http://httpd.apache.org/docs/2.0/mod/mod_mime.html#addhandler

To run python scripts outside /cgi-bin/ 

AddHandler cgi-script .py