alright. here's what you need:
<ol><li><a href="http://www.kevindustries.com/media/kw/files/windows/lighttpd/">a server</a></li>
<li><a href="http://php.net/downloads.php">php</a>
</ol>

download and install them both

then you gotta do some other stuff... like configure lightly.
but this tutorial on for php

alright.

then make a page called "index.php" and put the following lines in the file:

<?php echo 'Hello World!'; ?>

then go to "http://localhost/" in your web browser.

you should see "Hello World!"

if not, its my fault.  i just wrote this really broken tutorial.