Apache suEXEC is a feature of the Apache Web server to give more security to the files in a shared server (virtual host).
Most websites are hosted at commercial web hosts who are able to give their customers run scripts, suEXEC allows the cgi files to be executed with the account of the owner, so it can cause some risks.
Its use reduce some security problems when there are various users running private CGI or SSI programs, but if suEXEC is not well configured can cause any number of security problems, that's why if we are not familiar using setuid root programs not consider using suEXEC.
More info at http://httpd.apache.org/docs/2.2/suexec.html

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