Thanks for the link above :-) I had the same problem and basically it came down to making sure this line was setup in the fcgiext.ini file:
Arguments=-c C:\Program Files\PHP\php.ini
Or for others a more complete listing:
[Types]
php=PHP
[PHP]
ExePath=C:\Program Files\PHP\php-cgi.exe
Arguments=-c C:\Program Files\PHP\php.ini