Ok.
I've opened up all the security. And there is no problem with the directories. But when I try to run a PHP page I get a HTTP 401.3 error. Everything that I've seen says that the user does not have access to the directory and that the ACL properties have to be changed.
I've run CACLS.EXE and every user including anonymous have full rights to the directory and the file index.php!
Now what!