For the life of me, I can\'t figure this out.
This is my development machine setup:
Windows 7 Home Premium 64 bit,
Webserver: NGINX 1.3.6 c:\\users\\user
The selected answer works, but doesn't allow the CGI server to shut down every so often (after 500 hits in the OPs case).
Like the OP and others mentioned, this shutdown is necessary in a production environment to curtail memory leaks.
In Windows, another solution is to create a batch file that looks like this:
:start
php-cgi -b 127.0.0.1:9000
goto start
This will allow the shutdown that was designed to occur, and will almost immediately start php-cgi again.