If you haven’t checked it out, do it now. The Web Platform Installer makes your life a lot easier, especially when it comes to installing and configuring applications like WordPress on your own server.
I provisioned a new Windows 2008 R2 Web Server and needed to move my websites off of an old 2003 server and on to this new box. In the past, installing mySQL, PHP, and other required components to get WordPress to work properly on a Windows server was a huge pain, that is, until the Web Platform Installer came along.
A number of applications have decided to use the WPI. Applications like WordPress , DasBlog, Visual Studio Express products, and even SQL 2008. You click through an interface, select the stuff you want to install, enter the requested config info, and the WPI takes care of the rest. I actually used it to install WordPress flawlessly today. It identify pre-reqs and other requirements and makes sure you have what you need before it gets started.
You can read more about, and download the Web Platform Installer here.