On the Codewall.co.uk site they've posted another tutorial that will help you set up a part of your PHP development environment: XDebug and the IDE NetBeans.

NetBeans is a fantastic free IDE for not just PHP, but other languages like HTML, JavaScript, C++ and more. For PHP it comes highly prepared for being your predominant development environment. It has a whopping list of features that turbo-charge your programming like it’s auto-complete ability to name just one. A PHP development environment isn’t complete unless you have the power to debug the code you write, in this tutorial, you’ll learn how to correctly set that up.

After covering some of the prerequisites they break down the process into a few steps:

• Download XDebug
• Configuring XDebug in the PHP.ini file
• Checking configuration has been activated
• Configuring NetBeans to use the xDebug module

The last step in the process is an example of actually running the debugger and debugging some code with a breakpoint (and the resulting output)