here it goes...
<?
echo $PHP_SELF;
?>
and that program should echo the $PHP_SELF variable. I can't understand why that happens to you. I have IIS with PHP also on an NT machine, and that worked perfectly.
Check out the php.ini file. If your version is older than 4.0.3, then you must change the track_vars directive to on to be able to use these variables.
You can know your PHP version just by making a script with one line like this:
<?
phpinfo();
?>
And it will show ALL of the information about your php version.
Hope it helps
fLIPIS