Bhavin,
Check out http://www.thickbook.com/extra/php_apachephp4_win.phtml
This will tell you how to configure CGI (which you said you already know
how to do).
Unless you want to build the binaries from the source yourself (?), there is a reference/link on the above page to http://www.php4win.de/. This page contains a complete set of Windows binaries including the php4apache.dll. This is the DLL you'll need to add to your httpd.conf as follows:
LoadModule php4_module /php4/php4apache.dll
Instead of the normal CGI directive:
Action application/x-httpd-php /php4/php.exe
Test it out with <?phpinfo()?> and you should see that the output lists the SAPI as Apache instead of CGI.
Alex