Read what the message says:
"... This error can be caused if you try to execute a CGI, ISAPI, or other executable program from a directory that does not allow programs to be executed ..."
Read this part ones again:
"... from a directory that does not allow programs to be executed ..."
Now open your PWS manager and put EXECUTE privilege on the directory you have your PHP files.
Hope this is it :-) Good luck
/Andrin