For anyone that's relatively new to the whole LAMP world and is having a few issues setting up PHP and Apache on a Windows machine, you might want to check out this article from Edward Tanguay.

This workshop shows you how to install PHP 5, Apache 2, MySQL 4.1, SQLite, SQLite Manager and XSLT on Windows. It will also teach you how to use the new OOP features of PHP 5 as well as communicate to you a philosophy of web site design in order to build large, flexible web applications. At the end of this workshop you will be able to develop websites with PHP 5 on your computer.

While the early parts of this install are all that's needed for a simple setup, you can follow it through to get things like MySQL, SQLite, and XSLT working with your Windows machine easily. Thankfully, there are tons of screenshots all along the way to help keep you from getting lost...