Ok FastCGI was installed. 

DefaultDoc script worked fine.

Second script didn't produce any output.

I do have fcgiext.dll and fcgiext.ini

In ini there were no entries after [Types].  I copied the php=PHP and then everything under the [PHP] section.

Since this is 2003 I have no appcmd.exe

I do have php-cgi.exe in the proper location

php-cgi.exe -v failed because I didn't have msvcr71.dll.  So, I found it and that worked ok after that.

I was going to uninstall PHP and reinstall in the mean time.

sr