Well, note that Ubuntu 11.10 isn’t one of the distros supported by Virtualmin, so that may be related to why you’re running into some problems.
You can see the supported distros here:
http://www.virtualmin.com/compare.html
However, you can determine if mod_fcgid is installed with this command:
dpkg -l libapache2-mod-fcgid
If it is installed, you can make sure it’s enabled with this command:
a2enmod fcgid
After enabling it, you’ll need to restart Apache for that to take effect.
-Eric