Oh, the downloads you're referring to are for the php extension dll's, I thought you were referring to the mysql database drivers which mysql calls connectors too.
All I had to do in XP was unzip the pecl files, put them in c:\php\ext, uncomment (add actually) the php_mysqli.dll in php.ini, and edit the php.ini extensions directory. Also I gave the anonymous IIS user account modify permissions to the php directory and subdirectories (modify might be overkill but I have a secure machine) but IIS will normally not have any permission to the php files unless you grant ipermissions.
I don't have IIS 6 to compare any notes, but the whole setup of php5/mysql5/iis php isapi was very simple on XP.
Oh, it seems to me I added c:\php to the PATH, but that might have been just for using the php cli.