Some notes about running LDAP extension on a Win2k box:

After copying php_ldap.php and libsasl.dll in every single directory possible (c:\WinNT\System32, c:\php ...) I decided to read the installation.txt file.
The instructions to install php extensions say: "Some extra DLLs are required for some PHP extensions. Please copy the bundled dlls from the 'dlls/' directory in distribution package to your windows/system (Win9.x) or winnt/system32 (WinNT, Win2000, XP) directory. If you already have these DLLs installed on your system, overwrite them only if something is not working correctly."

So I did exactly that: copy ALL the dll files from "c:\php\dlls" to "c:\WinNT\System32".
Now they load beautifully ;-)

I hope this helps someone.