If you are having the problem that the PHP Installer MSI is not asking for your web server type and therefore not updating your server configuration or not installing the correct libs such as "php5apache2_2.dll" then you are probably using the wrong MSI.
All of the MSI installers are on the http://windows.php.net/download/ page. You do not want to use the VC9 installers. You need to use the VC6 x86 Thread Safe installer. This is usually the last option, per version.
The link to the latest safe MSI is here: PHP 5.3 VC6 Thread Safe MSI