If you are trying to install Map Server 2012 on Windows 7 (which is not a supported operating system!), you might get some FastCGI errors. Those mostly likely go back to when you installed the IIS components for Windows. Formerly, you could get away with a limited subset of Application Development Features, but with 2012, you'll need them all active, as shown here:
Server 2008 is a little more forgiving, but this is still a good place to start.