Caveat: I don't use MS Windows - nobody has yet offered to pay enough.

it does not INSERT the new record. But, what is really odd, is that if I try and submit the same data again, I get a Unique Constraint error.

This suggests that it is indeed writing to a database, just not the same database where you go looking for the results. Perhaps your IIS is running your CGI script chrooted somewhere? Have a search through your system for other database files of the same name - maybe you will find your data there.

PS. You could also try writing a second CGI script which just reads from the database and displays the table contents. If that magically finds the data then it proves that the above suggestion is valid.