IIS and PHP

[dude81]

Hi All,
Having worked on Linux, Apache, MySQL and PHP for two years, I thought try it on Windows XP, IIS, MSSQL and PHP. As per the googled information I could configure till virtual directories.
All I did was I made a directory for php and added this as a virtual directory. I added to default website index.php as the one of the default page. But everytime I access it I get the following IIS error

HTTP/1.1 Error 400 - Bad Request

What could be wrong?? Can any one throw some light on this topic

Thank You
dude