On the HowToForge.com site there's a new tutorial stepping you through the process of getting Cherokee+PHP+MySQL working on an Ubuntu linux installation.
Cherokee is a very fast, flexible and easy to configure Web Server. It supports the widespread technologies nowadays: FastCGI, SCGI, PHP, CGI, TLS and SSL encrypted connections, virtual hosts, authentication, on the fly encoding, load balancing, Apache compatible log files, and much more. This tutorial shows how you can install Cherokee on an Ubuntu 11.04 server with PHP5 support (through FastCGI) and MySQL support.
The tutorial makes use of the package manager (apt-get) to install the needed software, so don't look for complete compiling information from this process. They include a bit of the configuration of the Cherokee installation and how you enable PHP support via its interface. Screenshots of the Cherokee interface are included to help make it easier to follow along.