A couple of tips on installing WordPress on Windows.
There is a fantastic installer from Microsoft, the Microsoft Web Platform Installer which handles the whole thing from installing the required components to creating the site.
There is however 1 thing it leaves out (Windows Server 2003 64 IIS6) and that it registering PHP as a valid extension in the Web Service Extensions section of IIS. One adds '.php' as the name and then puts the path to php-cgi.exe in the required files section.
The file name used in the web services extension must be the same as the file referenced in the Application Extensions for the site. When using this installer the file path used in the applications extensions is initially set as an old DOS path which won't match the selected file, so this also must be changed.
And to get those dreaded permalinks working with IIS6 try this http://tech.einaregilsson.com/2007/07/30/pretty-wordpress-permalinks-on-iis/ & this
FastCGI is pretty much also required else the server falls over. Here is a link to configuring FastCGI (its installed by the Web Platform Installer) http://learn.iis.net/page.aspx/247/using-fastcgi-to-host-php-applications-on-iis-60/