FastCGI module is disabled in default installation of IIS. The steps to enable it differ based on the version of Windows being used.
In the Windows Start Menu choose "Run:", type "optionalfeatures.exe" and click "Ok";
In the "Windows Features" dialog expand "Internet Information Services", "World Wide Web Services", "Application Development Features" and then enable the "CGI" checkbox;
Click OK and wait until the installation is complete.