New on the "Do It Yourself!" web development site, there's a post showing you how to setup Composer on Windows to manage the dependencies in your applications.
Composer exists to overcome the problem [with PECL and PEAR being system-wide], composer is a dependencies manager that come in a form of command utilities, composer make it possible to 'plug and play' PHP packages across application no matter what frameworks we are using as long as the packages follow the shared format. With composer we can define our project dependencies simply in a 'composer.json' file, and later on we can install and update these dependencies automatically.
He introduces the Composer tool and then shows how to set it up via the Windows installer (with screenshots). There's two ways to set it up - "Basic" that does the install in one project and "Global" that installs it somewhere outside of the current project, available to all projects.