Ok start with those easy steps:
1. Enable IIS in your Windows XP
Go to 'Add/Remove Programs' and click on 'Add/Remove Windows Components' (on the side).
Check the box for 'Internet Information Services (IIS)' leaving all the default installation settings intact and let it install.
Once IIS is installed, you can type into your browser:
http://localhost/
If you see the classy IIS page, you are all set and ready to proceed with the PHP install.
Let me know when done. Going for a cigarette, will be back in 30min to check this thread.