IMAP Module

I am using apache/PHP/MYsQL

Now I want to install IMAP module.
I have downloaded the IMAP module

I get following instructions for installation

"To get these functions to work, you have to compile PHP with --with-imap".

Please help me, i don't know how to install a new module.

OS? I think Linux (on windows you can enable imap extension in your php.ini)
As I understand, you have installed PHP from the distribution's RPM or APT or ... (I think this is RedHat or Mandrake - users of other distributions usually know how to compile from sources) - In this case you should have imap extension as well and only need to enable it in php.ini (or grep throug your RPM packages and install it)
If you have installed PHP from sources (or want to install it) read INSTALL documents for the PHP/Apache/MySQL and follow instructions - it's quite easy