To jail fcgi-cgi within /var/www, add an entry like this to rc.conf.local:

        fcgi_cgi_flags="-a 127.0.0.1 -p 9001 -u www -U www \
            -c /var/www -- ${TRUEPREFIX}/bin/fcgi-cgi"

Obviously you will need to ensure that everything necessary for your CGI
application is installed within the chroot jail.