You can set it up in apache with WSGI quite easily.. although not sure which OS you're runnin on the server.
For Ubuntu 12.04:
First, install Apache's module:
sudo aptitude install libapache2-mod-wsgi
Then, restart Apache:
sudo service apache2 restart
Then you can add a simple example program to test; install it in /usr/lib/cgi-bin/
then, just run from http://your-domain/cgi-bin/your-script.py
#!/usr/bin/env python
# -*- coding: UTF-8 -*-
print "Content-Type: text/html" # needed to indicate that the content is HTML
print # blank line, end of headers, don't remove
print "Hello World!"
Hope that helps!