PHP sites are usually run on Apache servers, make sure that your host actually supports PHP and MySql. Also u will find the most help at www.joomla.org go to the forums.

PHP isnt usually installed on an IIS server. IIS servers usually run ASP/.NET. Like matale said, make sure php is acutally installed on your server before you try anything.

You can do it on IIS. It was my first foray into home PHP programming.

Where does IIS expect your files to be? How are you accessing the server on the front end? (Hint: If using a hostname, use the IP address instead. Sometimes hostnames don't propagate to other machines nicely.)

First check to see if PHP is installed properly on the IIS server as mentioned by puckdropper. Then make sure you php.ini files configured based on the IIS configuration.
Php.ini file differes for IIS and Apache.

Also check to see what kind of pages are served by the Backend Piece of Joomla. If its plain HTML then it would show up.

IIS by default does not support PHP so we have to add the ISAPI filter to make IIS support any third party scripting.