With my installation, I had to edit the php.ini file in and put it in C:\Windows\ If you didn't edit it, maybe the problem is there. Also, I don't know about PWS specifics, because I am using Apache for my server.
The php.ini file has places for you to set which dirs contain which files. You should at least look through it. Just to check if nothing else. Those are all the words of wisdom that I can muster though. If it still doesn't work for you, someone else will have to take over. =)
Good Luck