Now go to START > PROGRAMS and look for Apache. In that folder, you should see a dir called "Configure Apache Server", in there will be a file called httpd.conf. Open this file and read through it and make any changes as appropriate. (It is all well commented)
Now click on the "Start Apache In Console" that is in the apache dir. This should launch a command window that hopefully says "Apache/Version Number (Win32) running..."
If you get an error then check your httpd.conf file for typos..
Now, type http://localhost into your browser and you should see the default apache page.
Thats apache set up. (Well, nearly)
Search the httpd.conf file for "AddHandler cgi-script" and then change it to the following. If it is commented, then uncomment it.
Now go to the directory that you installed apache to (Default is C:\Program Files\Apache Group\Apache) and the directory named htdocs is where all of your html etc, files go. Your cgi-bin is in this apache directory also..
Now, that should be it all set up correctly and your server should be ready to go..