After some time away, and a dead Vista PC, I have come back to Bitcoin and installed the latest (0.5.1-beta) on Windows 7. (Don't worry, I didn't lose my wallet.)
On my old machine, using bitcoin.exe, I was able to connect on port 8332 and send a jsonrpc command to back up my wallet. However, I have now forgotten the command-line parameters (if any) I used for this.
Here are the (redacted) contents of my bitcoin.conf file:
rpcuser=xxxxxxxx rpcpassword=xxxxxxxxxxxx gen=0 rpcallowip=192.168.2.6 rpcallowip=127.0.0.1 paytxfee=0.01
The principal symptom is this (from python):
IOError: [Errno socket error] [Errno 10061] No connection could be made because the target machine actively refused it
Using bitcoind.exe, however, "it all works".
(BTW sorry for the weak tag; I don't have enough karma to create my own)