After starting Silverstripe the first time I get the configuration page (install.php).
When I submit this page after a few seconds I see the following message:
Checking that friendly URLs work...
Friendly URLs are not working. This is most likely because mod_rewrite isn't configuredcorrectly on your site. Please check the following things in your Apache configuration; you may need to get your web host or server administrator to do this for you:
mod_rewrite is enabled
AllowOverride All is set for your directory
Extra info: installed on Windows 2003 Server / IIS 6 / PHP / FastCGI / ISAPIRewrite (free version)