I will see if I can dig up some info. on this. Unfortunately, I cannot replicate the step as I am on a Mac. But I do remember having issues when I ran an IIS server way back in the day.
In the meantime, I would also suggest - unless your really set on running it IIS - is to check out a solution like WAMP (en/) that will install Apache on your machine and run PHP and MySQL on Apache. And depending on who is hosting, you may want Apache over IIS to mirror the setup at your host. I know there were some fine nuances between the two but I remember some PHP features did not work on IIS.