Want to know how to run your first PHP page? The quickest and easiest way for the beginners is to use this software named WindowsWAMP. You don't have to install Apache, MySQL and PHP separately. WindowsWAMP does that for you with a few mouse clicks.
I just bought WindowsWAMP and all I can say is that it's an awesome product. It's taken me under 10 minutes to create a standalone WordPress test installation that I can use to try out new WordPress plugins without having to run through installing Apache, PHP and MySQL on their own.
After the first "unsuccessful" attempts at uploading a file, I installed WampServer 2 and got immediately lost. So I decided to buy WindowsWAMP to give it a second try, and now I'm happy for having done so. Congratulations for this simple and complete product. I was able to pick it up in few minutes, despite no previous experience with PHP, MySQL and Apache. It "smells" right, and the support is great. By the way, if you have any problems with Italian mails, feel free to forward them to me for translation.