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In this quick tutorial from PHP Live!, they walk you through the instllation of PHP on a Windows Server running a copy of the IIS5 web server.
This article contains instructions for installing PHP on a Windows server with IIS5. These instructions will demonstrate installing PHP 5.0.4. These instructions can be followed to install any PHP 5.x build.
These instructions assume that you do not have MySQL or PHP installed on the server. If you have either installed on your server please uninstall them before following these instructions.
The download's the easy part, grabbing the latest Windows packages from the PHP page. The installation is a bit more complex, but not too much more. The IIS interface makes it a pretty simple task pointing to the right extension and enabling it. Toss in some mapping to the right kinds of scripts and restart the web server. If all has gone well, PHP should be up and running just fine.