Running a PHP script automatically?

Folks, I have a PHP script that needs to be executed automatically every 15 minutes. I have the option of doing this on a RedHat linux box, or on Windows 2000 Server. How would I do this (on either platform) and which would be easier? I believe somehow I could create a cron job on linux, but I'm a bit confused how that would work. Would I just call the php script using Lynx? If so, does the Lynx process die when the php script is finished? Will I have dozens of Lynx processes still running at the end of the day? In Windows, I believe I could use the task scheduler, or something like that. But again, how exactly would I call the script? I certainly don't want a new browser window to open every 15 minutes, especially if it doesn't close again. Any insight? Thanks! Joseph