You need a servlet engine. I suggest Resin, although JRun is another option, or Orion Application Server.
Resin is a JSP/XSLT/EJB/Servlet engine. It can work with IIS and Apache or standalone. I presume you are running IIS, Resin runs continously as a service on your server, when IIS receives a request for *.jsp or /servlet/* then it forwards it on to Resin which processes it and then send it back to IIS to serve. Its a very, very fast setup, much faster than CGI.
Resin is $500 for a deployment license and it is extremely stable and fast; better than Tomcat etc..