Josh Holmes (a Microsoft Evangelist) recently gave a presentation about getting PHP applications, specifically WordPress to work better on a Windows-based platform (whether it be running on a physical server or something like Azure).
I talked about the amazing improvements in FastCGI over the past few years, the Web Application Gallery and Web Platform Installer (WebPI), URL Redirect, WinCache and many other things that Microsoft is doing to embrace open source technologies.
The slides for the talk are over on Slideshare but if you want something a little more engaging, check out the webcast from php|architect this coming Friday (April 9th) by Mark Brown and Ruslan Yakushev on the same subject.