Using Pretty URLs on Windows

Folks i am new to CakePHP. I am going through the manual which assumes
that the user is on Linux Or Unix System. I want to ask one question

http://book.cakephp.org/view/782/Lighttpd-and-mod_magnet LINK says
that in order to use Pretty URLs in cakephp, place this lua script in /
etc/lighttpd/cake.

/// Script

Where am i supposed to place it on windows... ??

P:S: I have installed it under c:\wamp\www\cake...

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