You may want to check to make sure you put the PHP ISAPI Filter in effect.
Go to your website's properties in IIS, then click on the ISAPI filters tab. If you don't have one called PHP, create one. Enter the executable file as C:PHPsapiphp4isapi.dll (match the directory name to the name of the directory where your PHP files are).
Now restart IIS and you should be in business.