Umm Im am TOTALy new and I do not have the slitest clue on witch one to install Im running windows xp pro..........so witch one do I install and How do I install them I tryed several but.....There CONFUSINg 
please help
help installing please
Download the Windows Binary Package from http://www.php.net/get/php-4.3.1-Win32.zip/from/a/mirror there and run it. It looks like a basic windows installer. But you will have to have a webserver running like IIS or PWS in order to be able to server pages up. Check out microsoft's documentation and windows xp to see if you even have those available to you.
You can go to www.apache.org and download the apache software. After that go to www.php.net and download the php language program. After installing (see the documentation on www.php.net) just run apache.exe (in windows) or httpd (in linux) and the program is ready. have phun
You don't need apache... XP ships with IIS.. go to add/remove prgrams, add/remove windows components, and then through the list, under internet tools (or something to that effect) you will see Internet information Services.. add that and reboot...
Then go to Run, TYPE compmgmt.msc You will be in the computer manangement console.. then expand services and VOILA, you will see your web server installed and mapped to C:/inetpub/wwwroot..
Then run the PHP installer for windows.. thats the easiest (but not the most robust) way..
Yu will need ISAPI for the most robust, but that may be too much for you right now if your new to IIS.
7 days later
You might want to look at e-novative WAMP, which is an automated installer that installs a full PHP/Apache etc. environment on your computer just by click.
Since I use it, I cut my installation time from about an hour down to like two minutes. Plus, they have the latest PHP/Apache/MySql in the package, which is really cool.
I think you can get it from http://www.e-novative.de/downloads.
Why do it manually when you can just do it by click? I love it that way!
Vanessa