Depends on what you want to do:
GET request - just tag your variables on the end of the URL in the form "http://www.mysite.com/cgi-bin/script.cgi?var1=" & var1 & "&var2=" & var2
Unfortunately you are limited to 255 chars, and the request can be cached by your browser. So if you had .../script.cgi?todo=showmessages&lastseen=10 then no matter how many times you "refreshed" you still get the cached version. You can tag a random or sequential variable to the end to prevent caching but this is a hack.
POSTing is broken in IE on macs, but is non-caching. It is difficult to specify which vars are sent - it's basically all vars in the current layer IIRC, so you may want to pull variables down from wherever you are keeping them into the layer where you are doing the call from. We use POST at http://www.moonfruit.com - if you need > 255 chars it's all you can do.