What kind of server are you running? Maybe if you give me a bit more info I can help you out. I've set up PHP/mySQL a few times (not on linux though. I suck at *nix o_O).
You can also download an "all-in-one" package (PHP + mySQL + Apache, etc), which will run through all of the program installations for you. That's what I did when I first started tinkering with PHP and wanted it on my development server, and it worked great.
I probably wouldn't do it that way again, however. There are some changes you might want to make once you know your way around the individual programs and the installers, but an all-in-one is still great for a first-time install.
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I probably wouldn't do it that way again, however. There are some changes you might want to make once you know your way around the individual programs and the installers, but an all-in-one is still great for a first-time install.