Basically turned error logging on and it turns out the blank page was caused by the session_state directory not have the correct permissions. That is for my install the PHP.ini file had put it in my documents and settings\local settings\temp\php or something like that. What you need to do is change the directory in the PHP.ini file to point to say c:\temp (make sure it exists!) and set the permission. To fault find grant everyone access to see if it works then work back from there.
The next issue was the install wouldn't connect to my SQL Server express database, so I was madly replacing dll's as per the WIKI!
Turns out though that the SQL Server express install by default doesn't allow named pipes or TCPIP connections hence cannot connect! You need to check this protocols are enabled
To enable TCP/IP:
From the Start menu, choose All Programs, point to Microsoft SQL Server 2005, point to Configuration Tools, and then click SQL Server Configuration Manager.
Optionally, you can open Computer Manager by right-clicking My Computer and choosing Manage. In Computer Management, expand Services and Applications, expand SQL Server Configuration Manager.
Expand SQL Server 2005 Network Configuration, and then click Protocols for InstanceName.
In the list of protocols, right-click the protocol you want to enable, and then click Enable.
The icon for the protocol will change to show that the protocol is enabled.
After this it was smooth. WIKI needs updating badly!