The MSI Installer for PHP is terrible, even the PHP website recommends you do not use it and perform a manual install.
if you use XAMPP, you should turn off UAC in windows Vista.
The XAMPP Installer will automatically extract and configure Apache and PHP, it is basicly the same as performing a manual install.
you will still need to edit the php.ini file to enable some components like cURL, but the dll files should be in place already.