If you're going to be doing programming, you probably should learn what a compiler is.
A compiler translates programming instructions from a human-readable language into machine-actionable instructions.
PHP itself is a "runtime compiler" -- when you run your script, PHP reads it, compiles it into machine instructions, and then executes the results.
The PHP engine (Zend engine) isn't written in PHP; it's written in C, which is the standard language for system programming. C translates a program into a directly executable file, and saves the results.
When people tell you to recompile PHP, they mean you should get the C source code to PHP and follow the instructions that come with the source code.
This is a fairly trivial matter on a Linux or Unix system, because they ordinarily come with a C compiler installed.
If you're running Windows, you're not likely to have a C compiler, because Microsoft doesn't actually want the general public writing software (interferes with the monopoly, makes you independent, et cetera). In fact, there's been some discussion of future versions of Windows making it impossible to execute non-commercial programs.
Anyway, installing a compiler on Windows and figuring out how to recompile PHP is not a trivial task. You probably can get around the problem by locating the right set of DLL's ... but your best bet is to ask for help in the Windows and/or Installation folders here.
