Hi,
the zip file also contains the sapi module for apache in the directory sapi.
php4apache.dll is for apache 1.3.x
php4apache2.dll is for apache 2.x
Just unzip the archive to a directory like d:\php (the path shouldn't contain spaces).
Then add the following to your httpd.conf
LoadModule php4_module d:/php/sapi/php4apache.dll
AddType application/x-httpd-php .php .phtml
Remove all lines for loading php as cgi module.
Copy the php4ts.dll to your windows\system (WIN 98/ME..) or windows\system32 (W2K,NT,XP) directory. Copy the dll's from the dlls directory of the php package to the system/system32 directory too.
Copy php.ini to the windows directory.
Then restart apache.
Note: Do NOT use the installer download of php, it just contains the CGI version.