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I have set up Nginx on my server, and now want to allow it for php files too, i followed step by step.

But for /etc/init.d/php-fastcgi start command it shows file not found. Please help me out.

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You want to look into php-fpm rather than the older php-fastcgi methods. It's quite a bit more robust. It's still based on fastcgi, but it's a process manager that can limit and look after itself better than php-fastcgi – Oli Apr 8 '11 at 10:14

You must have forgotten the step where you download the init script:

mv /etc/init.d/php-fastcgi
chmod +x /etc/init.d/php-fastcgi
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