In my eZ installation on a Linux server, originally based on a ezwebin extension, although I created a new extension and a new style package I am working with, I left the varDir setting unchanged. I went checking this setting and the override still points at var/ezwebin_site.. (at the time of installation I didn't even keep the name ezwebin_site..)
Do you really need to change varDir setting? Everything seems to be working fine without altering it..