As usual with these thing I worked it out for myself (Yesterday)
, I had been running php as CGI.
Oh, for others reading this, if you have the same problem, you have to delete the bits that make the cgi version run and add the bits than run the module. ( as above )
You also have to copy a file called php4ts.dll to your windows/system or windows/system32 directory - system32 is for win2000 NT and XP.
Good luck
Cris.