Padraic Brady has posted a guide he's written up to show other developers out there how to compile PHP for Windows (Vista) using the Visual C++ Express 2008 software.
Over the past week or so I've been figuring out how to compile PHP on Windows, specifically Windows Vista. It's been an interesting ride since I'm not very familiar with compiling on Windows to start with. [...] If you are using Windows Vista, or intend updating/using Visual C++ Express 2008, then my blog entry is largely another coat of sugar on top of Elizabeth's guide to clear up any difference between the two approaches.
He lists the software you'll need to make the compile work (including Virtual Clone Drive, WinRAR, VS 2008 Express and the .NET Framework SDK) and then breaks it down into three steps - the installation of the development environment (and setup), downloading PHP/libraries to the environment and, of course, compiling the PHP instance to your specs (complete with command line calls to make it all happen).