Yes, my Arduino is connected through USB port. I'm waiting on a Bluesmirf wireless modem that will allow the robot to be controlled wireless.
I downloaded the WampServer package which is free and includes Apache, php, and mySQL.
If you want to write/modify php code, I suggest you download the Eclipse IDE. It's also free and seems to be a great platform. I'm not a programmer but was able to figure out the interface easily enough and get things to working. With that php code above, it seems to me you can just copy/paste into notepad and save it as test.php and then open the file in your browser.
It seems to work doing it like that for me just now...but I don't have my php server running so I don't quite understand how that works since php is a server side application.
But anyway, download WampServer and Eclipse IDE. Run Apache from the WampServer, you'll have to do some configuring to your router settings if you have one. Configure the root directory for Apache and place the test.php file in there.
Then you can put your computer's IP address into the browser and should show you a directory of your root folder with the php and any other files you placed in there. Click the php file and it should display a web page. If you use the exact code from above, it should display 4 buttons that when clicked will each send a different byte of data over the serial port to be read by your arduino. There will also be displayed a picture of my robot and a couple youtube videos.