Download the installation program from Apache.  Select the "apache_1.3.20-win32-no_src-r2.msi" link.

The installion program uses the new Microsoft Installer, which comes with WinME or better and IE5 or better.  Follow the directions in the Apache page to test for it.  If you don't have it, you will need to download and intall the correct version.

To install Apache, make sure ALL other programs are closed, then simply double-click on the MSI file that you downloaded.  You will be taken through the following screens (notes for the screens are in bold, otherwise don't change anything):

License Agreement - make sure to click the "I Accept" circle
Read This First
Server Information - change the Administrators Email Address to match yours and the ServerName to
Setup Type
Destination Folder
Installation Wizard Complete

You will be required to restart your computer.