Hello,
I donot know why you get the 404 error message while accessing .php files.
But, few months ago i was installed php apache on my win machine. i had no problem.
Although, official php mailing list avaiable for help.But this http://www.phpfreaks.com/ is very popular forum about php.
404 error accured because, your server could not found the file.Why not go for apache. apache is very easy to install on any platform includeing win os.
or go for wamp or xampp.both softwares are very easy to install and easy to use.
If you want to check the file extension from command line in win os.
then go to start menu
then click on run
then type cmd or command
you see a black window and some text, then go to root folder by entering this cd\
run this command to list files "dir"
you see lots of files and folders with information.
Hope this will help to solve your problem, i think,
Thanks,
Vishal