On the IIS website Vikram Vaswani has written up an article about combining the Windows IIS webserver and the Zend Server software project to create a high-performance web server.

The Microsoft Web Platform offers one answer, but it certainly isn't the only one. There's also another option that you might like to consider: Zend Server, a Windows-based PHP stack that plays well with Microsoft Internet Information Services (IIS), Microsoft SQL Server and MySQL. And over the next few pages, I'm going to show you how to use it to build a high-performance, enterprise-ready PHP+Windows stack.

You'll need to have IIS set up already before getting started, but he walks you through the entire install for the Zend Server download (complete with screenshots). He also shows how to use the administration panel, create a basic PHP script to make sure it's working and how to connect it to a Microsoft SQL server for a database backend.