Well, first I'd like to say welcome to PHPBuilder and I hope that we can help you out. Since many of us regulars that frequent the board (at least, I hope I have the privilege of associating myself with the true regulars) have specific areas they are stronger in, this board has multiple categories to sort posts into. I believe this question would be better suited for the Install forum, but for the time being don't worry about re-posting or anything of that sort. (In fact, I believe Weedpacket just moved it for you)
You outlined the procedure that you're following, but... where exactly did you find these instructions? Are you following the PHP manual? If not, I would definitely recommend you check out this manual page: [man]install.windows.apache2[/man]. If you'll notice, it tells you to follow the "Manual Installation" instructions, which can be found here: [man]install.windows.manual[/man].
Upon reading the Manual Installation steps, you'll see that moving DLLs to the system directory and whatnot is not recommended. Follow the instructions found on those two pages and let us know if you're still having problems.
Also, what version of Apache are you running?