PHP -- using without installing

Hi! I've been developing this stand alone application, found the webserver that I am going to use (it is written in php) and all is good... on windows. I can get the php.exe and php-cgi.exe running no issue on windows without "installing" them... even tested on 3 machines (developed on Vista, sent to my friend on W7, and my GF on XP Home) and they all work fine... now I was trying to port it over to linux, and I can't find anything that I can use :( Is there such a thing? or will I have to have a pre-req of "php and php-cgi must be installed on linux" disclaimer? Any help, or pointers to where my google-fu has failed me would be appreciated :) TIA! Steve