If you've already built PHP on Mac OS X (instead of using Apple's built-in version) and didn't configure it to include cURL, you need to rebuild PHP. However, it shouldn't be too bad, there's a file named "config.cache" that saves your old configuration. I'd do:
% ./config.nice --enable-curl
% sudo make install
And that should be everything you need. If you run into weird compile errors, do:
% make clean
And repeat the whole process. That'll clear out the old junk lying around from before.
Also, if you want to use the curl installed using fink instead of Apple's, do:
% ./config.nice --with-curl=/sw
If you've never built PHP before, you do need to go through the entire process. There's no special trick to just add in one module, like cURL.