In SSI Web v7 the Perl scripts look for the STUDYNAMEpath.cgi file. If you are using the default setup then this file should be placed in your admin folder. If you have the common cgi-bin setup then this file needs to be placed in the cgi-bin folder.
Make sure that the name of your study has the same case as the study name that you are passing in. For example "MyStudy" will not match "mystudy". This is a common cause for this error.
Make sure you are following this documentation:
If you continue to have problems please contact Sawtooth Software.