If you have a Windows machine, but no access to (or no knowledge of) a linux or Unix machine, you're not out of luck when it comes to installing PHP. And, of course, DevArticles is here to help you get it all working.

In their latest, Installing PHP under Windows, they state that This article is geared towards people who want to code and test their own, or other people's, php scripts on their Windows box. No advanced technical knowledge is assumed. This tutorial is unsuitable for advanced users. Despite theses warnings, they continue on, explaining each piece of the WAMP puzzle. Once you know what they do, they start on the install process - Apache first, then MySQL, and finish it all up with PHP. Last, but definitely not least, they give you some small sample scripts to help make sure everything is working together nicely.

Honestly, running (L|W)AMP has its advantages on each platform - Windows is easy to get running, but Linux is much more flexible when it comes to changes to the language. Either way, PHP is a great language to create that dynamic site you've always wanted - no matter the platform.