Thanks for your quick reply.
Yes I have (with the one difference being that I installed FCGI.pm after installing Litespeed).
I don't have PHP running but do have Ruby on Rails configured (from following the RoR installation guide) which works fine.
I've also set FCGI_PERL_MAX_REQ=1000 in the Perl External App Environment variables.
I'm running v 4.0.11 of Litespeed and perl 5.10.1