I usually install php manually because that gives you more control over
the installation process that way when something goes wrong you know where to start looking.

Yesterday, as a programmer, I was being a little bit lazy (http://www.hhhh.org/wiml/virtues.html) and decided to use the php 5.2.6 automated installer.
After enabling many extensions that I really didn't need at that time but it was not nice to have them enabled
I received many errors when executed php scripts such as :

This application has failed to start because lcrzo.dll was not found.
Re-installing the application may fix this problem.

PHP Warning: PHP Startup: Unable to load dynamic library
lcrzo.dll was not found.
PHP Warning: PHP Startup: Unable to load dynamic library 'C:\php5\ext\php_oci8.
dll' - The specified module could not be found.
in Unknown on line 0
PHP Warning: PHP Startup: Unable to load dynamic library 'C:\php5\ext\php_pgsql
.dll' - The specified module could not be found.
in Unknown on line 0
PHP Warning: PHP Startup: Unable to load dynamic library 'C:\php5\ext\php_netoo
ls.dll' - The specified module could not be found.
in Unknown on line 0
PHP Notice: Constant XML_ELEMENT_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_ATTRIBUTE_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_TEXT_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_CDATA_SECTION_NODE already defined in Unknown on line
0
PHP Notice: Constant XML_ENTITY_REF_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_ENTITY_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_PI_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_COMMENT_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_DOCUMENT_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_DOCUMENT_TYPE_NODE already defined in Unknown on line
0
PHP Notice: Constant XML_DOCUMENT_FRAG_NODE already defined in Unknown on line
0
PHP Notice: Constant XML_NOTATION_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_HTML_DOCUMENT_NODE already defined in Unknown on line
0
PHP Notice: Constant XML_DTD_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_ELEMENT_DECL_NODE already defined in Unknown on line 0

PHP Notice: Constant XML_ATTRIBUTE_DECL_NODE already defined in Unknown on line
0
PHP Notice: Constant XML_ENTITY_DECL_NODE already defined in Unknown on line 0
PHP Notice: Constant XML_NAMESPACE_DECL_NODE already defined in Unknown on line
0
PHP Notice: Constant XML_LOCAL_NAMESPACE already defined in Unknown on line 0
PHP Notice: Constant XML_ATTRIBUTE_CDATA already defined in Unknown on line 0
PHP Notice: Constant XML_ATTRIBUTE_ID already defined in Unknown on line 0
PHP Notice: Constant XML_ATTRIBUTE_IDREF already defined in Unknown on line 0
PHP Notice: Constant XML_ATTRIBUTE_IDREFS already defined in Unknown on line 0
PHP Notice: Constant XML_ATTRIBUTE_ENTITY already defined in Unknown on line 0
PHP Notice: Constant XML_ATTRIBUTE_NMTOKEN already defined in Unknown on line 0

PHP Notice: Constant XML_ATTRIBUTE_NMTOKENS already defined in Unknown on line
0
PHP Notice: Constant XML_ATTRIBUTE_ENUMERATION already defined in Unknown on li
ne 0
PHP Notice: Constant XML_ATTRIBUTE_NOTATION already defined in Unknown on line
0

Solution:

Disable the extensions that you don't need by prefixing the values by ";".
Example:
;extension=php_pgsql.dll
;extension=php_oci8.dll
;extension=php_netools.dll

When troubleshooting I used command prompt and started "php".
That way I was able to see the results of disabled extensions.

By executing "php" php expects the script to come via STDIN or standart input.
To exit from there press F6 for Windows users and CTRL+D for Linux/Unix/Mac.

Update:
It seems the installed does not include php_pdo_mysql.dll you have to download the PHP 5.2.6 zip package

Hope it'll save you some time and frustration.