Please for the love of god, download the threaded version. I spent over an hour trying to figure out why php5apache2.dll could not be found, and while desperately looking through manuals I went into the php 5 structure and found that it doesn't exist in the non-threaded version.
This really could use a mention somewhere other than the PHP 5 structure, like the paragraph to the left of the homepage which talks about which PHP version to choose, or this part of the manual which covers Apache... Anywhere but structure, seriously. I would have never guessed to look there.