I had the same problem, but it was becasue I was trying to install with bundles. If you remove everything you tried to install previously and compile Apache, PHP, and MySql from the command line, you will be able to handle this with success.
I started with MySQL, then installed Apache2, and PHP last.
It is a little tedious if you have no real IT experience and have only done WinBlows, but it is definitly worth it. Besides, you may learn something -- and there are many tutorials on how to do this available for your google pleasure.