After trying the automatic installation option which failed I switched to manual installation on Windows 2003 Server with IIS 6.0 and PHP Version 5.3.1 with FastCGI and ISAPI_Rewrite.

After extracting the SilverStripe tar.gz to the webfolder I created the web.config as described in the "Windows 2008 Server installation guide" and after that I opened http://localhost/install.php

Now I have the following 5 error messages which I cannot get corected.
Who can help me with solving this issues:

1) Is the .htaccess file writeable?
The webserver user needs to be able to write to this file:
C:\Inetpub\wwwroot\.htaccess

2) Is the mysite/_config.php file writeable?
The webserver user needs to be able to write to this file:
C:\Inetpub\wwwroot\mysite\_config.php

3) Is the assets/ folder writeable?
The webserver user needs to be able to write to this file:
C:\Inetpub\wwwroot\assets

4) Server software
I can't tell what webserver you are running. Without Apache I can't tell if mod_rewrite is enabled.

5) mod_rewrite enabled
I can't tell whether mod_rewrite is running. You may need to configure a rewriting rule yourself.