In PHP 5 there were some changes in CLI and CGI filenames. In PHP 5, the CGI version was renamed to php-cgi.exe (previously php.exe) and the CLI version now sits in the main directory (previously cli/php.exe).
In PHP 5 it was also introduced a new mode: php-win.exe. This is equal to the CLI version, except that php-win doesn't output anything and thus provides no console (no "dos box" appears on the screen). This behavior is similar to php-gtk.
    In PHP 5, the CLI version will always populate the global 
    $argv and $argc variables regardless
    of any php.ini directive setting.  Even having  
    register_argc_argv set to
    off will have no affect in CLI.
   
See also the command line reference.