Hi,
Simply follow the installation instructions you can find about everywhere. Here is a summary, providing that you managed to install PHP4 all right.
open the httpd.conf in the apache\conf directory and add the following lines:
ScriptAlias /php/ "<path to php dir>" (e.g. c:/php)
AddType application/x-httpd-php .php
AddType application/x-httpd-php .phtml
..... add any other extension you would like to use.
Action application/x-httpd-php "/php/php.exe"
I hope this helps.
Edwin