Well first you need to download a php interpretor from php.net/downloads.php and then install it. They have a self-configuring one and a manual version. For a newbie, go for the self-configuring one and get your feet wet. I am using php-nuke for a site on a Win2K server currently and really like what I am seeing. Php-nuke is available at phpnuke.org/downloads.php though you will need to download a database application like MySQL or use Access / SQLserver or something else. I chose to download MySQL and found it to be a painless install.
Good luck,
Jason
