I would instead recommend downloading Portable XAMPP
. It doesn't require installation and gives you a running Apache with MySQL and PHP installed and ready to go. This way you can concentrate on learning PHP instead of learning how to be a server administrator.
Once you've done that, there are many good tutorials on the net. Avoid ones that focus on PHP4. PHP5 adds object-orientation and there are far too many PHP4 programmers out there that write aweful PHP5 code.