Yes - get yourself a set of instructions off the web, either the PHP manual or others, eg webmonkey.com Graeme Merral or Julie Meloni. Both very helpful..
If you look at a message thread "Installation doesn't seem to work" just about 20 messages after yours in this list, you will see one of the better sets of instructions.
You will also see line 8 where the ./configure bit is.
I think these come from Chapter 2 or Chapter 4 of the PHP manual, (depends on the version).
Would be interested to know how you compile PHP source. I am having trouble with this. I use gcc 2.95, 2.96 or 3.00, and can never get the 'make' to complete.
I see you can actually compile PHP which I cannot do successfully, how do you do it?
Good luck
Paul