Zoe Slattery of IBM has documented exactly how a Windows user would go about hacking PHP source with all free development tools.
I'm not sure if I should leap with joy or cringe in fear, but now any PHP Windows user could manage to write their own custom extension.
I managed to stumble through it once, thanks to Sara Goleman's fantastic articles up on Zend.com:
Extension Writing Part I: Introduction to PHP and Zend
I wonder how long it will be before Microsoft accidentally on purpose breaks things so you can't do this?