PHP is a scripting language that has to be installed, before it can execute scripts. You also have to set a file association to .PHP files, so that they are run automatically when you click on them.
If you are looking to avoid the hassles of installing PHP on a client's machine and want the program to only run from the CD, you need to consider a stand alone executeable program that can be executed, as opposed to using a scripting language you (or your client) may not want to install.
My advice is to consider how much you want to inconvenience your client, or how much inconvenience do you think your client will be willing to put up with. If they would be willing to accept an installation of PHP on their machine, then you can probably incorporate it into the startup of your CD. If not, then you need to consider alternatives to PHP.