On the Codewall.co.uk site they've posted another tutorial that will help you set up a part of your PHP development environment: XDebug and the IDE NetBeans.
After covering some of the prerequisites they break down the process into a few steps:
- Download XDebug
- Configuring XDebug in the PHP.ini file
- Checking configuration has been activated
- Configuring NetBeans to use the xDebug module
The last step in the process is an example of actually running the debugger and debugging some code with a breakpoint (and the resulting output)