Followed install.txt... and NOTHING

I am using Windows XP Professional version 2002. I have followed the instructions of install.txt that came with the zipped package at http://www.php.net/do_download.php?download_file=php-4.2.1-Win32.zip a number of times and I get no output when I try to write PHP files. For example, a simple <?PHP phpinfo();?> tag will display a blank page on my browser. I have tried running it through Apache version 1.3.24 (I must admit I don't really know what I'm doing or what this all means). All I want to do is start using the PHP language with MySQL eventually. Are there simpler ways to configure this? I'm stuck! Thanks :o)