The http extension is not automatically compiled for windows.
It is a PECL extension, which, in simple terms, is source only.
See :
http://docs.php.net/manual/en/http.install.phpVarious third parties do provide a pre-compiled win32 version.
http://www.php.net/~pierre/ contains a large number of precompiled binaries. Make sure you match the version shown on that page to your PHP version. You will also need to match the VC and thread safety.
If you are using the latest official release, then
http://www.php.net/~pierre/php_http-5.3-nts-svn20091125-vc9-x86.zip is most likely what you will need.