Well it seems to be a problem with IIS's server variables, that's for sure. We know it works great on Apache...
IIS *should* have REQUEST_URI though...
Take a look at this post from Mambo and see if it helps to set the REQUEST_URI variable.
I'd put this code in your zp_config.php, under the line:
`// define('SERVERPATH', 'D:My Projectszenphoto');`
`$_SERVER['REQUEST_URI'] = (isset($_SERVER['REQUEST_URI']) ? $_SERVER['REQUEST_URI'] : $_SERVER['SCRIPT_NAME']);
// Append the query string if it exists and isn't null
if (isset($_SERVER['QUERY_STRING']) && !empty($_SERVER['QUERY_STRING'])) {
$_SERVER['REQUEST_URI'] .= '?' . $_SERVER['QUERY_STRING'];
}`
But it's funny, I've never heard of this problem with IIS, all versions I've tested/others have tested haven't needed this. So maybe there's a setting or something, I don't know. But give this a shot, it might work.