hi newgirl!
right - to run php, you need the php install from php.net/ - i run win2k on my laptop, and so use IIS (which is free on the windows cd), and installs with no config. PHP is fairly straightforward to install - just follow the instructions contained in the download.
I also use MySQL as a database, which can be downloaded from mysql.com
and finally, you can get help on any php function by typing http://www.php.net/functionname in the browser, ie php.net/round, but i found the most helpful thing to do is download the php chm (windows help file) from php.net, which has all the user comments and tips built in.
i'm not quite sure who does the best tutorials, but i learnt by visiting phpbuilder, reading the articles and asking on the forums - people here are really friendly and helpful.
good luck, and shout if you need anything...