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We use FastCGI on our servers as well, so that is probably not the problem.

I have the VC9 extension working in PHP 5.3.26. My phpinfo shows Compiler: MSVC9 (Visual C++ 2008)

Did you add the path to the wsf_c/lib directory to your PATH environment variable? If so, make sure you added it to the System Path variable, not your User Path variable.