phpGrid requies session to work.

First of all, if you have access to php.ini, check if path in session.save_path is valid and writable. In Linux, by default, the path is /var/php_sessions/

 Secondly, it is very important that session.auto_start is set to 1 in php.ini to start session automatically.

IIS now has session.auto_start default to 0, please make sure it is set to 1. 

Learn more about install and configure PHP on IIS.