Over on PHPMac.com today, there's two new beginner tutorials posted - an Introduction to PHP and Writing Form Data to a MySQL Database using PHP.
The intro tutorial starts at the very beginning, showing you how to put PHP code in your HTML pages. They show how to use variables and echo statement to make some simple output.
In the MySQL/Form tutorial, they assume that you have a bit of experience with PHP under your belt (though it's nothing a little searching through the manual couldn't fix). They create a form/script combo that checks to make sure you've entered in information and then, on submit, creates the correct SQL to put it into the database.
Neither of them include anything on installation, so you'll have to either set it up yourself or have a host that already has it installed to work on - though it's pretty easy to find those these days...