hi,
under windows you can use php as an ISAPI (DLL) not a CGI (.exe). I tried last year but it was not stable at all, faster but not stable. I heard the current one is pretty stable. let me know if you try and if it works. I had some troubles with script inclusions. It wasn't able to properly generate HTML codes if the scripts were nested. file1 includes file2 and file2 includes file3 and file4...
JM