For the life of me, I can\'t figure this out.
This is my development machine setup:
Windows 7 Home Premium 64 bit, Webserver: NGINX 1.3.6 c:\\users\\user
If you add
SET PHP_FCGI_CHILDREN=1
to the command file that launches the php-cgi.exe, it fixed it.
You can add more children if you want, it depends of your need.