Not wanting to appear unhelpful, but there are a number of steps involved.
I took the leap to php from asp about 3 years ago and never looked back.
I can unreservedly recommend an excellent book by David Powers called Php Solutions, now in its second edition, and reading through a couple of chapters will get you through installing php and mysql, as well as explaining everything along the way.
You'll be good to go in a few hours.
phpsolutions/