I've installed Moodle on XP Pro with Apache 2 and PHP 5.X. I've arrived at the same position as Leonhard.
I believe the problem might have to do with a relative link in the relevant script that generates the chat frames, although I might be wrong.
During my attempts to get the daemon started I got messages in the DOS console window that suggested that relative links were not supported. I subsequently entered the full windows path to config.php in chatd.php and the chat window displayed - but without the right frame.
On the other hand that might have been just a fluke.