Setting up PHP can be a bit of a pain on both Windows and Mac OS X. There are a lot of different ways of doing it, but many of them come with a variety of annoyances or confusion. Additionally, on Mac you've got Apache and PHP 5.3 already on your system, but modifying it can be non-intuitive as well.
Using Bitnami has been by far the easiest and most straightforward install I've come across.
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