If you're still here with us, then you're not going to take the easy way out. That's good... you'll find that taking the easy way out in a programming language will cause you nothing but problems later on. Better to do it right. At any rate, let's begin by downloading what we need. Hopefully you already have Windows on your computer... if not, I'm not showing you were to download it. Download the following applications:

Application	Information
Apache	This is your web server. This is what you connect to with your browser. This is what serves you pages. I installed version 2.0.58. At the writing of this tutorial, only the 2.0 series worked with PHP. The 2.2 series did not work yet. Before using a 2.2x version of Apache, make sure it'll function with the version of PHP you download.
PHP	PHP is your programming language. This is what interpretes the code you'll be writing and converts it into something that can be served to a client. The most recent version at the writing of this tutorial is 5.1.4. I downloaded the Windows binary zip file. Beware, the Windows installer is not a complete version of PHP. Unless that has changed by the time you download it, go with the zip file.
MySQL	MySQL will be your database server. Using PHP with databases is indispensible for most tasks. It's a place to conveniently store your data. You'll be looking for MySQL Community Server, which is the free version. At the time I wrote this tutorial, the most recent version is 5.0.22. I downloaded the Windows x86 installer.

If newer versions of the applications are available when you do this, feel free to get the latest version. The steps for installation should still be very similar to what I'll be going over. However, be careful! For instance, version 2.2x of Apache didn't work with PHP as of the writing of this tutorial. Make sure the versions all like one another before you try installing them.