We can see this comment in nginx.conf.
# pass the PHP scripts to FastCGI server listening on 127.0.0.1:9000
Means: When the nginx handle PHP, the server need to run FastCGI server.
so Before starting the nginx,we should run FastCGI first.
/PHPROOT/php-cgi.exe -b 127.0.0.1:9000
There is no magic. You have to run the server what the nginx need.
原文：http://www.cnblogs.com/mztest/p/4143049.html