By A Web Design
To download the latest version of PHP is give in the Lesson 2 - PHP Download
The steps to install PHP on Windows / XP / Vista is as follows:
Navigate to the folder where the PHP executable .zip was downloaded to as shown in Diagram 1.

Diagram 1
Create a sub-directory in drive 'C' named C:\php as shown in Diagram 2.

Diagram 2
Extract all the files from the .zip file to C:\php as shown in Diagram 3.

Diagram 3
The installation of PHP is complete.