On the SymfonyLab site today there's a new post about one person's experience in setting up Symfony2 on a Windows system and some of the issues they found.
’ve finally decided today to install symfony2 under Windows7 and see what the beast it is. Also it’s interesting to see its status, I really can’t believe s2 can be ready until end of year. So I’ve decided to go with simplest “sandbox” way and after unzipping verify my environment by using this script (as proposed in quick start manual): http://localhost/sandbox/web/check.php It turned out that I missed a few things.
These "few things" included having the wrong PHP version (not 5.3), manually defining the timezone information and uncommenting a few needed extensions for the framework to cooperate. He still received an error when loading the sample page, but quickly found a patch to correct the "InvalidArgument" error.