You can also test your scripts via command line with the floowing syntax:
php.exe [-q] <path to your script>
The -q switch is optional and used to suppress HTML header output.
Also, as a pre-emptive nip in the bud to the extensions questions that often seem to arise after people download the Win32 installer..... if you want to install additional PHP extensions (GD for example) you need to download the zip distribution. The installer does not come with any additional extensions. HTH.
Cheers,
Geoff A. Virgo