Hi,
why do you want to install PHP as CGI ?
Besides that copy at least php5ts.dll to system32. Additionally, copy any dll from c:\php to system32 that is needed by the PHP extensions you want to enable. There's a file called install.txt in that directory that contains a list of extension->dll dependencies.
Copy e.g. php.ini-dist (there are some other example php.ini files) to the windows directory and rename it to php.ini.
Then modify php.ini and set extension_dir to
extension_dir=c:\php\ext
Somewhere below extension_dir are some lines that look like
;extension=php_????.dll
Remove the ; to activate an extension (e.g. php_mysql.dll).
In case of e.g. php_mysql.dll you need to copy libmysql.dll from c:\php to the system32 directory.
You don't need to copy any extension dlls (php_???.dll) to system32 if php.ini is set up correctly.
Alternatively, have a look at xampp
Thomas