I have since changed AGAIN from using the TCP port of 9000 to the unix socket.
Here is the new error line:
2012/02/22 11:20:32 [error] 2504#0: *26 recv() failed (104: Connection reset by peer) while reading response header from upstream, client: m.y.i.p, server: mydomain.com, request: "GET /wp-admin/install.php HTTP/1.1", upstream: "fastcgi://unix:/tmp/php5-fpm.sock:", host: "mydomain.com"