I have tried to test the example 'Small bzip2 Example', but it doesn't work, the function 'bzopen($filename, "w")' isn't creating a new file. I get a error 'Warning: bzopen(): Unable to open file in D:\Inetpub\wwwroot\php\smallbzip2.php on line 7'.
So I change the code from:
--------------------------------------------------
<?php
$filename = "D:/TEMP/testfile.bz2";
$str = "This is a test string.\n";

// open file for writing
$bz = bzopen($filename, "w");
 .
 .
 .
?>
--------------------------------------------------
to:
--------------------------------------------------
<?php
$filename = "D:/TEMP/testfile.bz2";
$str = "This is a test string.\n";

// open file for writing

$fp= fopen($filename,"w"); //<<------HERE
fclose($fp);               //<<----- HERE

$bz = bzopen($filename, "w");
 .
 .
 .
?>
----------------------------------------------------------------
My configuration is:

Windows NT 4.0 SP6a;
IIS 4.0;
PHP-4.2.3(binary);
The system has full control over D:\TEMP;
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Leandro Campos 
Sao Vicente - Sao Paulo - Brazil.