wp-db.php: The specified CGI application misbehaved by not returning a complete set of HTTP headers.

That adds a mysql_ping() loop that is run before every query. If there are problems connecting to the MySQL server, something else is wrong. If you restore the regular 2.3.3 wpdb, what errors do you see in your error log? Making each query retry connecting to MySQL for 10 seconds is not a good solution.

Perhaps related to #5932.

Regarding "The specified CGI application misbehaved by not returning a complete set of HTTP headers." The problem has been observed on a number of hosts, including aruba.it and ixwebhosting.com, since the release of 2.3.

The version of wp-db.php at http://wordpress.pastebin.ca/893007 DID NOT resolve the problem of installing WordPress on an IIS server running with Server API CGI/FastCGI. Using that version of wp-db.php does allow you to get to the install screen where it asks for the Blog Name and email address but clicking the Install WordPress button causes "Error 404 - File or directory not found. Internet Information Services (IIS)" message.

The only solution that seems to work is either upgrading to a Linux host or getting the host to run PHP as an ISAPI extension. Some hosts (e.g. using Plesk) allow the user to set PHP to run as ISAPI extension.

Below is the first part of phpinfo from a recent install attempt at aruba.it

PHP Version 4.4.1

System Windows NT WEBS1040 5.2 build 3790 Build Date Oct 30 2005 12:44:57 Server API CGI/FastCGI

Another related forum thread: http://wordpress.org/support/topic/150484

A suggested fixed wp_db.php that sometimes works and sometimes does not work.