Windows XP Pro; XAMPP 1.7; PHP Version 5.2.8 for my physical folder and verified installation requisite (except for a warning for PDO SQLite extension, PDO PostgreSQL extension, Memcache extension, APC extension, but they should not be very important now because I work with MySql).
To avoid connection errors I had to specify port=3307 in the connection string in main.php, for user root.
Yii demos seems to work fine.
Logging in my page http://localhost/yii/index.php?r=gii I tried to execute Model Generator, specifying one table of my database stated in the connection, but I always receive an error message from Win XP due to a problem with Apache and the file php_pdo_mysql.dll
PHPinfo indicates that PDO_MySQL is correctly loaded: "PDO Driver for MySQL, client library version 5.1.30"