One phpinfo.php is part of "admin" directory. But I also put a php_info.php directly into the folder of moodle. Both shows me that the settings for "register_globals" are "OFF".
I made a little screencast:
http://www.screencast.com/t/YWI4MzE1MW I cannot understand why the phpinfo says everything is fine and the security report warns me that I have to make settings I've allready made.