Here's a tutorial I had written for a couple of my friends to install Apache2, PHP 5.x and MySQL. It is slightly outdated however.
Quote:
Apache2 Win32 Binary (MSI Installer)
--Download & Run
----Information:
------Domain: 127.0.0.1
------Server: localhost
------Email: whatever@whatever.com
------Manual
--Configure
----Goto "C:\Program Files\Apache Group\Apache2\conf"
------Open "httpd.conf"
--------Find & Change "DirectoryIndex" to:
----------"DirectoryIndex index.htm index.html index.html.var index.php index.php3 index.phtml"
--------Add to Bottom:
----------#PHP Stuff:
----------LoadModule php5_module "C:/PHP/php5apache2.dll"
----------AddType application/x-httpd-php .php .php3 .phtml .phtm
----------PHPIniDir "C:/PHP"
Windows (x86) - mysql-4.1.14-win32.zip
--Download & Run
----Typical
----Skip Sign Up
----Standard Setup
------Include BIN
------Do not Automatically Run
----Security Settings
------Password
Windows Binaries - Zip Package
--Unzip to C:\PHP
----Rename "php.ini-dist" to "php.ini"
----Open "php.ini"
------Find "Windows Extensions"
--------Uncomment Extensions Needed
----------Recommended:
------------images = php_gd2.dll
------------mysql = php_mysql.dll
------------pdf = php_pdf.dll
------------sockets = php_sockets.dll
------------zip = php_zip.dll
--------Path and Extensions
----------extension_dir = "C:\PHP\ext"
Download PECL Modules for PHP
--Unzip
----Copy "php_pdf.dll" and "php_zip.dll" to "C:\PHP\ext\"
Optional - Download phpMyAdmin
--Unzip to "C:\Program Files\Apache Group\Apache2\htdocs"
--Rename folder to "phpMyAdmin"
--Open "config.inc.php"
----Change 'host' to 'localhost'
----Change 'port' to '8080'
----Change 'password' to what you set it while installing MySQL
----"http://localhost:8080/phpMyAdmin/" runs it
***ALL DOCUMENTS GO IN THE FILE "C:\Program Files\Apache Group\Apache2\htdocs"***
Hint: Make shortcut on your desktop.
To Run Files:
--Run Apache2
----Program Files > Apache HTTP Server x.x.x > Control Apache Server > Start Apache in Console
----Program Files > MySQL > MySQL Server x.x
Extras:
--Download the icon files for PHP and set up PHP files to have that icon
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I also have some nice batch files for running the server and shutting it down if you want them.

If you're having trouble installing it feel free to IM me on AIM.