To do this for the entire site:
1) Open IIS
2) Right-Click on the web site and choose properties
3) Choose the 'Home directory' tab
4) Click on 'Configuration'
5) On 'App Mappings' tab, click Add
6) Enter the path for the PHP exe or dll (depending on your choice of engines)
7) Enter the Extension you want eg. .php .phtml .php3 or .abc (doesnt matter)
8) Repeat as necessary.
To do this for obnly part of the web site it is the same except you select the directory you want and then do steps 2-7
You have probably done this as part of the installation anyways so you should find more information in the how-tos on how to install PHP on IIS
Hope this helps.