Adam Culp has posted to his site about some of his experiences with XHProf and profiling his PHP applications.

Today I set up my development environment so I can use XHProf to profile PHP scripts when needed, and it was pretty easy. [...] XHProf is a PECL package, and can be easily installed by using standard PECL commands.

He walks you through the installation of the PECL package (you'll need to use the command line for this one) and how to add the module to your php.ini to enable it. Once you restart your web server, you can start the debugging using the xhprof_enable function and then the xhprof_disable function to end the testing and retrieve the data for processing. He also includes a bit of output from his own pass-through script to show the results.