Help for a starter

I am a newbie with PHP. I am an experienced Java/J2EE programmer.

I want a few clarifications.
1) I downloaded PHP 5.0 binary from the PHP website. It is a zipped file and does not contain any setup.exe or installer file. So how do I install it?

2) Can I use replace JSP code with PHP?

3) PHP is considered best when used with MySQL. Why?

4) Can I use PHP with Weblogic 8.1? If not, what are the other possible web server alternatives?

5) Is IIS a mandatory web server required with PHP?

6) Does Windows XP have IIS built in or do I have to install it separately?

Thanks