IIS and CI problems: "The specified CGI application misbehaved by not returning a complete set of HTTP headers."

[eluser]Niklas Stephenson[/eluser]
Im am working on a CI based webapp and the webhost for the site is running IIS and PHP in CGI. But now my problem is that when a load a subpage like index.php/user/ i get a CGI error:

CGI Error
The specified CGI application misbehaved by not returning a complete set of HTTP headers.

according to my ISP it is because IIS is not supporten index.php/subpage, the slash. It thinks it is a sub folder. What do i do?