I followed the instructions on PHP5 readme file to do a manual install on Windows and as a module on top of Apache.
I ran phpinfo() and it appeared all OK.
Then, every time I run php code calling MySQL it crashed. I just could prevent the crashes installing PHP5 as CGI.
Note that the crashes stopped just by changing Apache config from loading PHP5 as a module to running PHP5 as CGI. No PHP config changes involved.
Also noteworthy: the same PHP5 as an Apache module install steps executed on another Windows XP machine run smoothly.