You probably want to make sure that both:
extension=php_mysqli.dll
extension=php_mysql.dll
...are uncommented under php.ini; as #3 is talking about the latter.
There are also some old Guides here that might help you with setting up PHP as an Apache module...
http://www.devside.net/guides/windows/php5And If you are going to use PHP CGI, its much better to just do this:
ScriptAlias /cgi-bin/ "C:/php/cgi-bin/"
<Directory "C:/php/cgi-bin">
AllowOverride None
Options None
Order allow,deny
Allow from all
</Directory>
Create directory: C:\php\cgi-bin and put your php scripts in there. Make sure they have the correct 'shebang' line.