If you are unable to run aGNeS and this is the only message that you are getting, then you have downloaded a binary of a wrong architecture.
Check what operating system you are running and download the appropriate binary. If you are able to run aGNeS and can reproduce when the segmentation fault occurs more than once, please file a bug report on http://www.vestris.com/.
Your library xxx is missing or is incorrect.
If you're a superuser, find a library distribution and install it. If you are not a superuser (and thus cannot install the library in the /lib or /usr/lib path) you can still try to set the environment variable LD_LIBRARY_PATH to the path of xxx.ld.so - that should fix the problem on some platforms. Refer to your closest unix guru for more details.
Please try to reproduce this error and file a bug report at http://www.vestris.com/ and provide as much information about your configuration as possible as well as the exact steps that lead to this error.
http://www.mysite.com/cgi-bin/agnes.exe shows an Internal Server Error or dumps some binary code.
aGNeS is a CGI and you must have a cgi-bin directory in order to run it. Please refer to your web-server administration guide for more information about how to create a cgi-bin directory.