Ya james is right but need to add one more RewriteCond:
RewriteEngine On
RewriteCond %{HTTP_HOST} ^domain-one\.com$ [NC,OR]
RewriteCond %{HTTP_HOST} ^www.domain-one\.com$ [NC]
RewriteRule ^cgi-bin/38837728.cgi$ http://somwhere-else.net/cgi-bin/abc/38837728.cgi [L,R=301]
I think, this will solve your rewrite rule problem.
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Manoj