After compiling my own php extension using VC9 (2008) and VC10 (2010) using the next steps:
http://blog.slickedit.com/2007/09/creating-a-php-5-extension-with-visual-
The official documentation for building PHP and extensions is in the wiki.
You should create a config.w32 file to your extension and build it through the command line. That's the method that's officially supported.
config.w32