IIS and Keep-Alive - does it work?

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I've been googling for half a day now and have found answers on both
sides of the argument.  Baiscally it's this: I am using PHP 5.0.4 (I
can upgrade if that's a solution) as an ISAPI module under IIS
(Windows Server 2003).  Each transaction to my PHP page returns
"Connection: close", i.e. Keep-Alive isn't working.  I've seen
references that say Keep-Alive doesn't work at all with PHP as an
ISAPI filter.  I've seen other notes saying that Keep-Alive only works
if you supply a Content-Length header and pre-buffer output under
fastCGI, and I'll be giving that a try later today.

I've got a web app that would really benefit from not re-establishing
an SSL connection for each HTTP transaction.  So, seriously now, what
does it take to get PHP, Keep-Alive, and IIS6 working?  Thanks.

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