Zine,
First upgrade to php 4.0.6. From your question I can't see on which platform you're running, but you always should run the latest code. IMAP is supported in PHP4.
If you are running on a Windows platform, it's easy. Copy PHP_IMAP.DLL (find it in the binary distribution on php.net) in a subfolder where php.exe resides (for example: c:\php\extensions).
Now, edit php.ini in the Win folder (either c:\windows, c:\winnt, or whatever).
unmark the place where you find php_imap.dll.
To check whether IMAP is enabled, create a php script that contains following:
<?
phpinfo();
?>
Save it, for example info.php and run it from your browser.
Somewhere halfway you should find the IMAP module.
If you're running PHP on Linux, you need to compile IMAP with PHP. Obviously you need the IMAP client module (again from the php website).
Checkout following URL for the configure options:
http://www.php.net/manual/en/install.configure.php
Dik