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AFAIK - xhelp doesn't need any php setting / extension that isn't also required by xoops.
However, the fact that you do not get any php debugging info on the Win/IIS machine leads me to ask this question:
Is Zlib compression enabled on your website? How to tell:
1. Is "Use gzip compression?" set to yes in System -> Preferences -> General Settings?
2. Or Is the PHP setting "zlib.output_compression" enabled in phpinfo?
If so, try disabling them and accessing the page again. I remember running into a similar problem using IE, but it was for my entire XOOPS site, not just for xhelp, so I didn't persue it any further.