I created a simple CGI script that outputs the query string passed to it:

```
#!/usr/bin/env python
import os
print 'Content-Type: text/html\n\n'
print os.environ['QUERY_STRING']
```
I saved it as cgi-bin/test.cgi and made it executable. I then ran `python -m CGIHTTPModule` and opened 
http://localhost:8000/cgi-bin/test.cgi?H%26M
in a web browser.

The output was H&M when it should have been H%26M

I tried with Python 2.7.5, 2.7.3 and 2.6.6 and they all correctly output H%26M.

The test.cgi file is attached.