Some problems are more common than others. The most common ones are listed in the PHP FAQ, part of this manual.
If you are still stuck, someone on the PHP installation mailing list may be able to help you. You should check out the archive first, in case someone already answered someone else who had the same problem as you. The archives are available from the support page on http://www.php.net/. To subscribe to the PHP installation mailing list, send an empty mail to firstname.lastname@example.org. The mailing list address is email@example.com.
If you want to get help on the mailing list, please try to be precise and give the necessary details about your environment (which operating system, what PHP version, what web server, if you are running PHP as CGI or a server module, safe mode, etc...), and preferably enough code to make others able to reproduce and test your problem.
If you think you have found a bug in PHP, please report it. The PHP developers probably don't know about it, and unless you report it, chances are it won't be fixed. You can report bugs using the bug-tracking system at http://bugs.php.net/. Please do not send bug reports in mailing list or personal letters. The bug system is also suitable to submit feature requests.
Read the How to report a bug document before submitting any bug reports!