On NETTUTS.com today there's a great new tutorial on getting a complete development environment set up with IIS, Apache, PHP, MySQL and getting them all to play nicely together.
To create the dynamic and interactive apps and sites that we've come to know and love, you need a development server. On Windows systems we really have only a few decent options available; we can use Microsoft's Internet Information Services (IIS), which is usually bundled with Ultimate or Business versions of Windows, or we can use Apache, the extremely popular open-source alternative
They walk you through the whole process, complete with screeshots of each application's setup, configuration files/changes, getting PHP to talk to MySQL and a sample script you can use to ensure that everything's working together.