Problema con Apache, Php, etc

[Calamaro]

Buenas, recién empiezo con PHP y al terminar de instalar tanto Apache como PHP trato de ejecutar un simple script y el resultado es siempre el mismo:

Security Alert! The PHP CGI cannot be accessed directly.
This PHP CGI binary was compiled with force-cgi-redirect enabled. This means that a page will only be served up if the REDIRECT_STATUS CGI variable is set, e.g. via an Apache Action directive.

For more information as to why this behaviour exists, see the manual page for CGI security.

For more information about changing this behaviour or re-enabling this webserver, consult the installation file that came with this distribution, or visit the manual page

instale apache y php sobre windows xp pro.
saludos y agradecimientos por vuestra atención.