Virtual files / avoiding incomplete headers

What I'm trying to do, is to create a virtual directory space on the webserver. The files do not actually exist, but a php script will read the requested URL and use that to decide the output to generate.

I have already used auto_prepend_file in the php.ini and this is part of the solution, but if the target URL does not exist, php doesn't even execute the auto_prepend file and all I get is an 'incomplete set of headers' error.

I want to be able to either:

1. configure PHP to execute a script everytime it is invoked.
2. configure PHP to execute a script if it's main target does not exist.
3. configure IIS to call php to execute a specific script, regardless of the URL.

I don't want to have to create dummy files for all of the URLs.

I am using PHP 4.3.1 running as CGI on IIS 5 / W2K


Thanks,

carbon14