I installed apache+php 4+mysql with success. I used the binary ones, from apache, apache 1.3.14r2, mysql 3.23, php4 01, 02 and 03.
Apache previous from 1.3.14 doesn't accept any connections if you don't put your ip address at ServerName, with 1.3.14r2 you can use localhost as ServerName.
Install php and copy php4ts.dll to c:\windows\system, delete any php.ini you can find on c:\windows (php is compiled with support for c:\windows\php.ini).
Edit httpd.conf and edit the line DirectoryIndex, like this:
DirectoryIndex index.html index.php index.php3
Find the line AddType application/x-httpd-php and put like this:
AddType application/x-httpd-php .php .php3
insert this line just before the last line edited or at the end of httpd.conf:
LoadModule php4_module c:/php/sapi/php4apache.dll
I'm assuming that you installed php at c:\php
Now try to start apache. php will run as a module! For sessions works fine, you will have to copy php.ini-dist as php.ini to c:\windows and edit sessions.path = c:/tmp
