[racket] Unable to use Racket for CGI...

I intend to use Racket for CGI. I can use the basic language without
problem. For instance, the below program works perfectly well.

#! ./racket/bin/racket

#lang racket

;(require plot)
(display "Content-Type: text/plain")
(newline) (newline)
(display "Hello from Racket!")
(newline)

However, when I remove the comment from ;(require plot) the server accuses
an internal error. My guess is that Racket cannot find the plot library.
Interesting enough is that basic racket works. Here is what I have tried:

1 -- Put a copy of collects in /home/

2 -- Put a copy of collects in /.racket/5.3.3/

3 -- Set the variable PLTCOLLECTS to the full path to collects

4 -- Set the variable PLTCOLLECTS to a relative path to collects
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