Did you setup your script aliases in the httpd.conf file located in the conf directory of your win32 apache install? If not cut and paste this at the end of your httpd.conf file and change the path between the " " to reflect the directory you created with php.exe in it.
ScriptAlias /php/ "c:/php306/"
AddType application/x-httpd-php .php3
AddType application/x-httpd-php .php
AddType application/x-httpd-php .phtml
AddType application/x-httpd-php .cls
AddType application/x-httpd-php .inc
Action application/x-httpd-php "/php/php.exe"
From what you told me that should do it!
Deo