You can try downloading php_memcache.dll from the Pierre server: http://downloads.php.net/pierre/ (you will find it inside php_memcache-something.zip)
This way, you donβt have to compile it yourself - which is usually not so simple in windows ...
There are also several other extensions already compiled, there - as I understand it, this is a kind of "replacement" for pecl4win.php.net (at least for several extensions, but not for everyone) until windows.php.net extensions are added
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