Before you actually install PHP, you should review the third party software packages available which interface with PHP. One of PHP's greatest strengths is the sheer volume of third party interfaces available to be used with PHP. In many web servers, PHP is acting as little more than a bridge between the web server and a database server or other third party software. PHP makes a very nice simple bridge, though, which is very useful.
In general, there is a "core" PHP, which is always installed, and a large number of PHP modules which can be installed to allow you to interface to external software packages like MySQL.
For an overview of each of the third party software packages with which PHP can interface, view http://www.php.net/manual/en/ref.apache.php. The document features software that is included with every installation of PHP. Others require that you install the corresponding software separately. Usually, packages that need to be installed separately are noted in the descriptive text.
Packages are sometimes marked as EXPERIMENTAL or have been noted as being added within recent release versions. Take note of these, and consider carefully the risks of installing them on a live server. In some cases, EXPERIMENTAL also means that there is little risk to the server, but any code you write is likely to be out dated as the software evolves. You'll have to weigh the benefits and risks as you would with any business decision. You may want to install experimental packages only on development servers, though, to give developers a preview of forthcoming technologies.
As you read each overview, take notes and evaluate how likely you are to actually use that software within the next six months to a year. Try not to get too side tracked into reading individual functions within the packages right now. Many of the packages are extremely interesting, but installing them now, only to upgrade before you ever use them is not an efficient time management aspect. It's a good idea to pick only one or two packages you haven't used before, each time you upgrade or install PHP.
On UNIX-like systems, if you are using RPMs to install other packages, be sure to install the development RPMs as well. These usually have a similar name to the base software, with -devel-embedded in the package name. You usually need to install both the base software and the development files to properly integrate PHP with the third party software.
If you would like to compile or install support for a particular module, other than MySQL, and are not sure if any third party software is required (or where to get the software) please consult Appendix C as well (http://p2p.wrox.com/content/phpref/).
So, to conclude this section: review the overview of third party software available for PHP and install and test the third party software before continuing.