Basically you will either need to write some Javascript which can move a <div> or <span> HTML element dynamically. Or use the <marquee> tag :p
Then write a PHP file which extracts the latest news from a database, and then writes, lets say, a Javascript array into a page, which your Javascript function above can read and add to the <div> or <span>.
Not all that hard really 🙂
The link you have in your post is for a Java applet. Applets are a bit more useful in that they can have a 'live' link to a news feed somewhere, whereas a PHP version will be, in a sense, statcic as the news content wouldn't update until the page was refreshed.