CGI::Session with FastCGI

I have been mucking around with CGI::Session, but can't get it working
with FastCGI. Here is what I have for a test script:

#!/usr/bin/ruby -w

require "fcgi"
require "cgi"
require "cgi/session"

FCGI.each_cgi{ |resp|
  # This variable will contain the page to be displayed
  content = 'Test'
  cgi = CGI.new("html3")
  sess = CGI::Session.new(cgi, "session_key" => "chblmd", "prefix" => "chblmd.")
  
  resp.out{content}
}

Can anyone see what I am doing wrong? Thanks for any advice,

Wayne