Posting this here as apparently I need to add a forum post in order to add a comment to the docs.
If you get the error
php.exe is not recognized as an internal or external command
When you try to create the new framework then you need to add php.exe's location to your system path.
On Windows XP goto
Control Panel > System > Advanced > Environment Variables > System Variables > Edit > Variable value
And at the end of the current contents add a semicolon followed by your path to php.
EG, mine is located at