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What is the exact text of the message in its entirety? Is it a PHP message or an Apache message, or maybe something else entirely? Are you sure Apache is running on the port you want it running on? What address are you typing into your address bar? What is the content of your PHP script? Have you tried running it from the command line?
one of the problems is you used the installer. Which will install as a CGI. If you are using apache you want to use the module which is a manual install.
I recommend you to first install php with the zip package that you receive ie. as a module of apache.