Did you set a session_save_path in php.ini?
It normally defaults to /tmp, which is a Unix path. For a Windows server, you should probably set it for something like C:\TEMP\ (or wherever you want tempfiles saved). I have found that on Windows systems, you need to have the whole path WITH the trailing backslash. IE: C:\TEMP\, not C:\TEMP
Other than that, it is impossible to help you troubleshoot without an error message of some sort. What does your Apache error_log say? Does PHP bring any errors up in the browser. What does your Event Log show?
