Matthew Turland has posted about his experience working with a Windows XP system trying to get PHP 5.2 and SQL Server 2000 to play nicely together:

Recently at work, I was tasked with finding a method to retrieve data from a third-party SQL Server 2000-based system into our own MySQL-based application. It's worth noting that both system are behind their own firewalls and I was trying to bear security in mind as I did this.

Some highlights of his work included using GoToAssist to get to the system, using EMS SQL Manager to work with the SQL server itself and some of the PHP code he "threw at it" to grab the info he needed from the database (with the PDO drivers).