What OS do you use? If you're on windows 2000, XP, or 2003, you can install PHP on your system and use IIS to run it.
I would say this is a good site for people to ask questions, but other than that, I would say that
http://php.net/ is a valuable resource.
Other than that, picking up a good PHP book might be a good idea. Books usually offer a throrough and structured approach to the many different features of PHP. WROX is one of my favorite publishers. APress has a lot of good PHP books too.