As mentioned by php|architect, there's a handy new widget that's been created by the folks over at Zipline Interactive to allow you to search PHP functions right from your desktop.
From the sidebars page on PHP.net:
If you use Microsoft Windows Vista you can now search the php.net function database directly from your desktop. The Microsoft Windows Vista Sidebar is a pane on the right side of your Microsoft Windows Vista Desktop where you can keep useful utilities. The php.net Function Finder will install in this bar giving you direct search access to the php.net database directly from your Desktop.
The actual download can be found over on Zipline's page and comes in the form of a .gadget file you can easily plug in.