The best way to install php with an apache server on windows is using the dll file.. just get the .zip file and not the installer.
unzip it anywhere you like... I have this structure
H:\Server
...... \Apache2
...... \MyPHP
...... \MySQL
VERY IMPORTANT... copy the php4apache2.dll to the php root folder (i.e were you placed it), otherwise it wont work. If you use apache 1.3.xx the take php4apache.dll
then add to your http.conf file these two lines
LoadModule php4_module H:/Server/MyPHP/php4apache2.dll
AddType application/x-httpd-php .php
Now it starts up, integrated in apache which is a big time saver, because it doesn't have to start up which each and every page request.
I have both apache 1.3.29 and 2.0.50 running this way on two computers in a shared network environment with no problems at all.
This method also works with php5.. just rename all php4 thingies to php5