I run it from task scheduler. (I am running Server 2008, and was running it under Server 2003). I created a .bat file and use Task Scheduler to call it. Make sure that you set the optional Start In path. Here is the contents of my .bat
C:\Progra~1\PHP\php.exe -f c:\Inetpub\wwwroot\OSTICKET\api\cron.php > osticket.log
UncleDan said "Another little tip for Windows user: to hide the DOS window while fetching mail, you can create a link with "minimize to tray" option and schedule the .lnk instead of the .bat."