I've just installed a Win2K, IIS 5, Oracle 9, php 4 web & app server.
Everything works fine.
Yet, my advice would be to use a LAMP (Linux, Apache, MySQL, PHP) configuration if possible.
But if you use win2k, feel free to implement some COM objects (what you unfortunately do with Linux) to generate some MS Word file, or MS Excel or even PowerPoint presentations.
It works great.
Feel also free to ask me if you need help in creating .doc files with php, because there's not a lotta documentation on How-to do it, and i already worked some time on it, so... help yourself.